+20.2%
NOK vs MXL
+298.4%
-278.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | -0.2% |
| 7D | +9.3% | +19.0% | -9.6% | +6.2% |
| 30D | +17.9% | +4.5% | +13.4% | +16.7% |
| 3M | -22.3% | -1.5% | -20.8% | -23.4% |
| 6M | +36.4% | +348.6% | -312.2% | 0.0% |
| YTD | +66.3% | +310.3% | -244.0% | +23.1% |
| 1Y | +134.4% | +344.7% | -210.3% | +69.6% |
| 3Y | +186.6% | +211.2% | -24.6% | +99.1% |
| 5Y | +102.7% | +34.8% | +67.8% | +57.4% |
| 10Y | +129.8% | +286.5% | -156.7% | +29.9% |
| All | +20.2% | +298.4% | -278.1% | -47.3% |
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 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