+72.7%
NEM vs MXL
+316.6%
-243.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -2.4% |
| 7D | +0.3% | +1.6% | -1.3% | +0.1% |
| 30D | +23.1% | -7.0% | +30.1% | +23.6% |
| 3M | +18.5% | -33.4% | +51.9% | +20.6% |
| 6M | +7.8% | +260.2% | -252.4% | -23.4% |
| YTD | +29.1% | +260.0% | -230.8% | -8.3% |
| 1Y | +72.7% | +303.5% | -230.8% | +17.6% |
| All | +72.7% | +316.6% | -243.9% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling