-17.1%
NOW vs MXL
+227.7%
-244.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +13.7% | -12.9% | +0.3% |
| 7D | -3.1% | -8.8% | +5.8% | -2.9% |
| 30D | -27.0% | -41.9% | +14.8% | -26.1% |
| 3M | -17.7% | -25.4% | +7.7% | -17.5% |
| 6M | +12.7% | -44.0% | +56.7% | +13.0% |
| YTD | -32.9% | +220.8% | -253.7% | -44.8% |
| 1Y | -40.4% | +278.8% | -319.2% | -52.1% |
| 3Y | -17.1% | +249.4% | -266.5% | -38.9% |
| All | -17.1% | +227.7% | -244.8% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling