+167.1%
NXT vs MDY
+43.5%
+123.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | 0.0% |
| 7D | -2.6% | -2.5% | -0.1% | +0.7% |
| 30D | -22.4% | -5.0% | -17.4% | -16.8% |
| 3M | -27.3% | +0.5% | -27.8% | -26.9% |
| 6M | -28.5% | +8.0% | -36.5% | -33.4% |
| YTD | -6.6% | +12.2% | -18.8% | -16.6% |
| 1Y | +20.4% | +14.0% | +6.4% | +6.0% |
| 3Y | +90.9% | +48.2% | +42.8% | +18.8% |
| All | +167.1% | +43.5% | +123.5% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling