+118.0%
NOK vs MXL
+316.6%
-198.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.5% | -2.9% | +1.8% |
| 7D | -1.8% | +1.6% | -3.4% | -2.1% |
| 30D | +4.7% | -7.0% | +11.7% | +5.6% |
| 3M | -39.7% | -33.4% | -6.2% | -36.9% |
| 6M | +23.1% | +260.2% | -237.1% | +6.9% |
| YTD | +55.0% | +260.0% | -204.9% | +33.6% |
| 1Y | +118.0% | +303.5% | -185.4% | +84.3% |
| All | +118.0% | +316.6% | -198.6% | +84.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling