+8.2%
NOW vs MXL
+209.6%
-201.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.5% | -9.8% | -2.6% |
| 7D | -4.1% | +19.0% | -23.1% | -4.7% |
| 30D | +2.9% | +4.5% | -1.6% | +2.5% |
| 3M | +22.6% | -1.5% | +24.1% | +20.1% |
| 6M | +7.5% | +348.6% | -341.1% | -11.2% |
| YTD | -14.4% | +310.3% | -324.7% | -29.2% |
| 1Y | -29.8% | +344.7% | -374.5% | -42.8% |
| All | +8.2% | +209.6% | -201.4% | -11.8% |
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