+98.1%
NU vs MXL
+222.8%
-124.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.5% | -10.2% | -3.3% |
| 7D | -4.9% | +18.9% | -23.7% | -6.3% |
| 30D | +7.8% | +0.3% | +7.5% | +7.6% |
| 3M | +20.9% | -8.0% | +29.0% | +19.7% |
| 6M | +0.9% | +341.2% | -340.3% | -19.8% |
| YTD | -12.7% | +327.8% | -340.5% | -30.5% |
| 1Y | -6.4% | +364.9% | -371.3% | -26.8% |
| 3Y | +98.1% | +229.2% | -131.1% | +54.1% |
| All | +98.1% | +222.8% | -124.7% | +54.1% |
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