+140.9%
NOK vs MXL
+366.1%
-225.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.5% | -2.7% | +3.6% |
| 7D | +11.0% | +18.9% | -7.9% | +7.9% |
| 30D | +7.8% | +0.3% | +7.5% | +7.4% |
| 3M | -21.0% | -8.0% | -13.0% | -20.8% |
| 6M | +40.9% | +341.2% | -300.4% | +18.6% |
| YTD | +72.0% | +327.8% | -255.8% | +44.2% |
| 1Y | +140.9% | +364.9% | -224.0% | +100.2% |
| All | +140.9% | +366.1% | -225.2% | +100.2% |
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 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