+1,040.6%
NBIS vs MXL
+393.2%
+647.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.0% | -2.1% | -4.0% |
| 7D | +8.3% | +16.6% | -8.3% | +2.5% |
| 30D | +18.1% | +0.5% | +17.6% | +18.6% |
| 3M | +7.8% | -3.6% | +11.4% | +10.2% |
| 6M | +136.6% | +328.0% | -191.5% | +3.0% |
| YTD | +172.5% | +297.8% | -125.3% | +23.7% |
| 1Y | +144.3% | +339.4% | -195.2% | +0.6% |
| All | +1,040.6% | +393.2% | +647.4% | +336.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling