-39.8%
NOW vs MXL
+277.9%
-317.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.0% | +1.5% |
| 7D | +0.3% | +13.4% | -13.1% | +0.6% |
| 30D | -27.0% | -29.2% | +2.3% | -27.7% |
| 3M | -19.6% | -27.2% | +7.6% | -19.9% |
| 6M | +17.5% | -36.4% | +53.9% | +16.3% |
| YTD | -33.3% | +220.0% | -253.3% | -36.2% |
| 1Y | -39.8% | +304.8% | -344.6% | -44.4% |
| All | -39.8% | +277.9% | -317.7% | -44.4% |
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