+2,490.2%
NVDL vs MXL
+99.1%
+2,391.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -2.7% |
| 7D | -10.3% | +18.9% | -29.2% | -15.8% |
| 30D | -7.1% | +0.3% | -7.4% | -8.2% |
| 3M | +6.6% | -8.0% | +14.6% | +2.6% |
| 6M | +21.1% | +341.2% | -320.2% | -53.0% |
| YTD | +15.2% | +327.8% | -312.6% | -55.0% |
| 1Y | +18.8% | +364.9% | -346.1% | -56.8% |
| 3Y | +649.9% | +229.2% | +420.7% | +181.8% |
| All | +2,490.2% | +99.1% | +2,391.1% | +1,277.9% |
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