+138.6%
NOK vs MXL
+313.4%
-174.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.5% | -2.7% | +3.6% |
| 7D | +11.0% | +18.9% | -7.9% | +7.8% |
| 30D | +7.8% | +0.3% | +7.5% | +7.4% |
| 3M | -21.0% | -8.0% | -13.0% | -21.2% |
| 6M | +40.9% | +341.2% | -300.4% | +5.5% |
| YTD | +72.0% | +327.8% | -255.8% | +28.8% |
| 1Y | +140.9% | +364.9% | -224.0% | +76.4% |
| 3Y | +194.3% | +229.2% | -35.0% | +106.1% |
| 5Y | +112.5% | +42.8% | +69.8% | +67.7% |
| All | +138.6% | +313.4% | -174.8% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling