+41.5%
NU vs MXL
+2.1%
+39.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.5% | -10.2% | -3.8% |
| 7D | -4.9% | +18.9% | -23.7% | -7.6% |
| 30D | +7.8% | +0.3% | +7.5% | +7.3% |
| 3M | +20.9% | -8.0% | +29.0% | +18.2% |
| 6M | +0.9% | +341.2% | -340.3% | -35.1% |
| YTD | -12.7% | +327.8% | -340.5% | -43.8% |
| 1Y | -6.4% | +364.9% | -371.3% | -41.8% |
| 3Y | +98.1% | +229.2% | -131.1% | +14.9% |
| All | +41.5% | +2.1% | +39.4% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling