+1,066.3%
NI vs MXL
+286.3%
+780.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.4% |
| 7D | -0.6% | +16.6% | -17.2% | -1.6% |
| 30D | -1.4% | +0.5% | -1.9% | -1.7% |
| 3M | -10.6% | -3.6% | -7.0% | -11.7% |
| 6M | -9.9% | +328.0% | -337.9% | -22.4% |
| YTD | +1.2% | +297.8% | -296.7% | -12.6% |
| 1Y | +4.4% | +339.4% | -335.0% | -10.9% |
| 3Y | +68.6% | +201.7% | -133.1% | +41.5% |
| 5Y | +98.0% | +32.8% | +65.2% | +73.3% |
| 10Y | +143.6% | +274.8% | -131.2% | +75.2% |
| All | +1,066.3% | +286.3% | +780.0% | +724.2% |
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