+1,449.6%
NET vs MXL
+174.1%
+1,275.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -3.2% |
| 7D | -7.0% | +1.6% | -8.6% | -7.5% |
| 30D | -4.8% | -7.0% | +2.2% | -4.2% |
| 3M | +3.8% | -33.4% | +37.2% | +7.8% |
| 6M | +50.0% | +260.2% | -210.1% | -18.3% |
| YTD | +41.5% | +260.0% | -218.5% | -23.7% |
| 1Y | +32.8% | +303.5% | -270.6% | -32.1% |
| 3Y | +335.9% | +160.4% | +175.4% | +115.7% |
| 5Y | +113.8% | +14.7% | +99.1% | +44.8% |
| All | +1,449.6% | +174.1% | +1,275.5% | +738.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling