-9.1%
NVTS vs MXL
+45.8%
-54.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.5% | -3.2% | +0.8% |
| 7D | -1.4% | +18.9% | -20.3% | -9.5% |
| 30D | -16.5% | +0.3% | -16.8% | -17.3% |
| 3M | -47.6% | -8.0% | -39.6% | -47.7% |
| 6M | +7.3% | +341.2% | -334.0% | -62.9% |
| YTD | +62.9% | +327.8% | -264.9% | -42.1% |
| 1Y | +91.3% | +364.9% | -273.6% | -35.5% |
| 3Y | +43.4% | +229.2% | -185.8% | -53.2% |
| All | -9.1% | +45.8% | -54.9% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling