+22.7%
NXT vs MDY
+17.9%
+4.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +0.9% |
| 7D | -1.1% | +0.1% | -1.2% | -1.4% |
| 30D | -15.3% | -1.5% | -13.8% | -12.4% |
| 3M | -43.8% | +0.8% | -44.6% | -43.5% |
| 6M | -18.7% | +7.4% | -26.1% | -26.6% |
| YTD | -3.0% | +15.2% | -18.2% | -22.2% |
| 1Y | +22.7% | +16.5% | +6.2% | -3.3% |
| All | +22.7% | +17.9% | +4.8% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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