+67.9%
NI vs MXL
+222.8%
-154.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | -0.1% |
| 7D | 0.0% | +18.9% | -18.8% | -0.2% |
| 30D | -1.4% | +0.3% | -1.7% | -1.4% |
| 3M | -10.6% | -8.0% | -2.5% | -10.8% |
| 6M | -9.3% | +341.2% | -350.6% | -13.5% |
| YTD | +1.1% | +327.8% | -326.7% | -3.4% |
| 1Y | +3.4% | +364.9% | -361.5% | -1.7% |
| 3Y | +67.9% | +229.2% | -161.4% | +59.4% |
| All | +67.9% | +222.8% | -154.9% | +59.4% |
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