+92.7%
NXT vs MDY
+48.7%
+44.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -2.2% |
| 7D | -0.2% | -0.8% | +0.6% | +0.8% |
| 30D | -20.0% | -3.9% | -16.1% | -15.4% |
| 3M | -30.9% | 0.0% | -30.9% | -30.0% |
| 6M | -23.8% | +8.5% | -32.4% | -29.7% |
| YTD | -5.4% | +13.2% | -18.7% | -16.7% |
| 1Y | +28.0% | +15.0% | +13.0% | +11.3% |
| All | +92.7% | +48.7% | +44.1% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling