+18.8%
NVDL vs MXL
+366.1%
-347.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -1.4% |
| 7D | -10.3% | +18.9% | -29.2% | -13.1% |
| 30D | -7.1% | +0.3% | -7.4% | -7.6% |
| 3M | +6.6% | -8.0% | +14.6% | +5.5% |
| 6M | +21.1% | +341.2% | -320.2% | -30.7% |
| YTD | +15.2% | +327.8% | -312.6% | -34.1% |
| 1Y | +18.8% | +364.9% | -346.1% | -35.8% |
| All | +18.8% | +366.1% | -347.3% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling