+1,988.6%
NOW vs MXL
+1,018.2%
+970.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +13.7% | -12.9% | -1.4% |
| 7D | -3.1% | -8.8% | +5.8% | -2.3% |
| 30D | -27.0% | -41.9% | +14.8% | -21.3% |
| 3M | -17.7% | -25.4% | +7.7% | -16.8% |
| 6M | +12.7% | -44.0% | +56.7% | +13.5% |
| YTD | -32.9% | +220.8% | -253.7% | -57.4% |
| 1Y | -40.4% | +278.8% | -319.2% | -63.8% |
| 3Y | -17.1% | +249.4% | -266.5% | -55.6% |
| 5Y | -25.7% | -17.3% | -8.3% | -44.1% |
| 10Y | +504.6% | +156.7% | +347.9% | +208.2% |
| All | +1,988.6% | +1,018.2% | +970.4% | +740.2% |
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