+789.1%
NOW vs MXL
+313.4%
+475.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | -0.2% |
| 7D | -6.2% | +18.9% | -25.0% | -9.0% |
| 30D | +6.1% | +0.3% | +5.8% | +5.0% |
| 3M | +28.6% | -8.0% | +36.6% | +23.0% |
| 6M | +14.6% | +341.2% | -326.6% | -29.6% |
| YTD | -13.5% | +327.8% | -341.3% | -47.2% |
| 1Y | -29.4% | +364.9% | -394.3% | -58.4% |
| 3Y | +9.4% | +229.2% | -219.9% | -39.6% |
| 5Y | +2.3% | +42.8% | -40.5% | -29.5% |
| All | +789.1% | +313.4% | +475.7% | +279.3% |
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 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