+1,988.6%
NOW vs MXL
+1,099.0%
+889.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.4% | -8.2% | +1.3% |
| 7D | -5.6% | +5.5% | -11.0% | -6.9% |
| 30D | -26.8% | -32.6% | +5.9% | -22.9% |
| 3M | -19.4% | -13.1% | -6.3% | -20.6% |
| 6M | +12.3% | -41.4% | +53.7% | +12.4% |
| YTD | -32.9% | +243.9% | -276.9% | -57.9% |
| 1Y | -40.3% | +305.1% | -345.4% | -64.1% |
| 3Y | -19.1% | +260.1% | -279.1% | -56.7% |
| 5Y | -24.4% | -12.1% | -12.3% | -43.7% |
| 10Y | +521.8% | +182.8% | +339.0% | +211.7% |
| All | +1,988.6% | +1,099.0% | +889.6% | +730.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling