+18.9%
NET vs MXL
-26.9%
+45.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -11.1% | +8.6% | -2.3% |
| 7D | -16.4% | -24.3% | +8.0% | -16.1% |
| 30D | -25.8% | -46.1% | +20.3% | -26.1% |
| 3M | -11.5% | -21.8% | +10.3% | -10.4% |
| 6M | +18.9% | -27.2% | +46.1% | +38.9% |
| All | +18.9% | -26.9% | +45.8% | +38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling