+51.1%
NEM vs MXL
+276.5%
-225.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -11.1% | +21.0% | +11.0% |
| 7D | +3.7% | -24.3% | +28.0% | +6.4% |
| 30D | +2.0% | -46.1% | +48.1% | +7.9% |
| 3M | +21.1% | -21.8% | +42.9% | +22.2% |
| 6M | +9.5% | -27.2% | +36.7% | +8.3% |
| YTD | +19.1% | +226.2% | -207.1% | -12.4% |
| 1Y | +51.1% | +297.0% | -245.9% | +3.1% |
| All | +51.1% | +276.5% | -225.4% | +3.1% |
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