+155.1%
NEM vs MXL
+40.1%
+115.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.0% | -0.1% |
| 7D | -1.0% | +18.9% | -19.9% | -2.5% |
| 30D | +7.8% | +0.3% | +7.5% | +7.5% |
| 3M | +30.2% | -8.0% | +38.3% | +28.8% |
| 6M | +9.6% | +341.2% | -331.6% | -7.5% |
| YTD | +27.8% | +327.8% | -300.0% | +8.1% |
| 1Y | +60.7% | +364.9% | -304.2% | +34.7% |
| 3Y | +245.3% | +229.2% | +16.1% | +184.1% |
| All | +155.1% | +40.1% | +115.0% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling