+172.1%
NXT vs MDY
+44.7%
+127.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.8% |
| 7D | -1.9% | -1.9% | 0.0% | +0.5% |
| 30D | -20.0% | -4.6% | -15.4% | -14.7% |
| 3M | -30.7% | -1.2% | -29.5% | -28.9% |
| 6M | -29.0% | +9.2% | -38.2% | -34.8% |
| YTD | -4.8% | +13.1% | -17.9% | -15.9% |
| 1Y | +22.8% | +13.0% | +9.8% | +9.1% |
| 3Y | +93.9% | +49.2% | +44.7% | +19.6% |
| All | +172.1% | +44.7% | +127.4% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling