+45.4%
NU vs MXL
-5.1%
+50.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +0.6% |
| 7D | -4.2% | +16.6% | -20.8% | -6.6% |
| 30D | +10.0% | +0.5% | +9.6% | +9.5% |
| 3M | +29.3% | -3.6% | +32.9% | +25.2% |
| 6M | +0.9% | +328.0% | -327.1% | -35.0% |
| YTD | -10.3% | +297.8% | -308.1% | -41.5% |
| 1Y | -3.2% | +339.4% | -342.6% | -39.3% |
| 3Y | +120.6% | +201.7% | -81.2% | +30.2% |
| All | +45.4% | -5.1% | +50.5% | +56.4% |
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 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