-38.7%
NOW vs MXL
+276.5%
-315.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -11.1% | +10.8% | -0.7% |
| 7D | -27.5% | -24.3% | -3.2% | -28.2% |
| 30D | -20.0% | -46.1% | +26.1% | -21.7% |
| 3M | -7.9% | -21.8% | +13.9% | -8.1% |
| 6M | +18.3% | -27.2% | +45.5% | +16.3% |
| YTD | -29.0% | +226.2% | -255.1% | -32.7% |
| 1Y | -38.7% | +297.0% | -335.7% | -44.9% |
| All | -38.7% | +276.5% | -315.2% | -44.9% |
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