+268.1%
NEM vs MXL
+298.4%
-30.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.3% | +0.7% |
| 7D | +3.1% | +19.0% | -15.9% | +1.6% |
| 30D | +10.0% | +4.5% | +5.5% | +9.3% |
| 3M | +30.9% | -1.5% | +32.4% | +29.0% |
| 6M | +10.5% | +348.6% | -338.1% | -5.5% |
| YTD | +29.7% | +310.3% | -280.5% | +11.7% |
| 1Y | +71.1% | +344.7% | -273.6% | +46.0% |
| 3Y | +252.1% | +211.2% | +40.9% | +196.4% |
| 5Y | +157.7% | +34.8% | +122.9% | +123.0% |
| 10Y | +319.4% | +286.5% | +32.8% | +220.9% |
| All | +268.1% | +298.4% | -30.2% | +161.5% |
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