+327.1%
NET vs MXL
+163.1%
+164.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -2.6% |
| 7D | -7.0% | +1.6% | -8.6% | -7.2% |
| 30D | -4.8% | -7.0% | +2.2% | -4.4% |
| 3M | +3.8% | -33.4% | +37.2% | +5.9% |
| 6M | +50.0% | +260.2% | -210.1% | +4.4% |
| YTD | +41.5% | +260.0% | -218.5% | -2.0% |
| 1Y | +32.8% | +303.5% | -270.6% | -11.3% |
| All | +327.1% | +163.1% | +164.0% | +199.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling