-10.8%
NVTS vs MXL
+276.5%
-287.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -11.1% | +20.1% | +12.8% |
| 7D | -0.3% | -24.3% | +24.0% | +9.2% |
| 30D | -24.4% | -46.1% | +21.7% | -7.6% |
| 3M | -26.5% | -21.8% | -4.7% | -21.1% |
| 6M | -41.4% | -27.2% | -14.2% | -34.6% |
| YTD | +30.7% | +226.2% | -195.5% | -38.1% |
| 1Y | -10.8% | +297.0% | -307.8% | -64.7% |
| All | -10.8% | +276.5% | -287.3% | -64.7% |
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