+14.5%
NET vs MXL
+276.5%
-262.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -11.1% | +8.6% | -2.1% |
| 7D | -16.4% | -24.3% | +8.0% | -15.5% |
| 30D | -25.8% | -46.1% | +20.3% | -24.5% |
| 3M | -11.5% | -21.8% | +10.3% | -10.8% |
| 6M | +18.9% | -27.2% | +46.1% | +18.9% |
| YTD | +35.2% | +226.2% | -190.9% | +3.9% |
| 1Y | +14.5% | +297.0% | -282.5% | -19.7% |
| All | +14.5% | +276.5% | -262.0% | -19.7% |
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