-9.4%
NVTS vs MXL
+39.8%
-49.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.5% | -10.9% | -6.9% |
| 7D | +3.5% | +19.0% | -15.5% | -5.0% |
| 30D | -11.9% | +4.5% | -16.4% | -14.5% |
| 3M | -49.2% | -1.5% | -47.7% | -50.8% |
| 6M | +38.4% | +348.6% | -310.2% | -52.6% |
| YTD | +62.5% | +310.3% | -247.8% | -41.1% |
| 1Y | +101.4% | +344.7% | -243.3% | -30.6% |
| 3Y | +40.4% | +211.2% | -170.7% | -52.7% |
| All | -9.4% | +39.8% | -49.2% | -37.4% |
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