+50.0%
NET vs MXL
+257.1%
-207.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -1.9% |
| 7D | -7.0% | +1.6% | -8.6% | -7.0% |
| 30D | -4.8% | -7.0% | +2.2% | -4.7% |
| 3M | +3.8% | -33.4% | +37.2% | +3.2% |
| 6M | +50.0% | +260.2% | -210.1% | +39.8% |
| All | +50.0% | +257.1% | -207.0% | +39.8% |
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 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