+32.6%
NET vs MXL
-16.7%
+49.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -11.1% | +8.6% | 0.0% |
| 7D | -16.4% | -24.3% | +8.0% | -10.9% |
| 30D | -25.8% | -46.1% | +20.3% | -15.4% |
| 3M | -11.5% | -21.8% | +10.3% | -9.5% |
| 6M | +18.9% | -27.2% | +46.1% | +13.3% |
| YTD | +35.2% | +226.2% | -190.9% | -31.9% |
| 1Y | +14.5% | +297.0% | -282.5% | -47.0% |
| 3Y | +313.8% | +233.6% | +80.2% | +49.7% |
| 5Y | +32.6% | -16.6% | +49.1% | +19.8% |
| All | +32.6% | -16.7% | +49.2% | +19.8% |
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