+167.1%
NXT vs MKC
-24.7%
+191.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.3% |
| 7D | -2.6% | -2.8% | +0.2% | -2.7% |
| 30D | -22.4% | -3.4% | -19.1% | -22.5% |
| 3M | -27.3% | +3.8% | -31.1% | -27.2% |
| 6M | -28.5% | -17.9% | -10.5% | -27.3% |
| YTD | -6.6% | -23.6% | +17.0% | -4.6% |
| 1Y | +20.4% | -23.1% | +43.4% | +22.7% |
| 3Y | +90.9% | -31.5% | +122.4% | +95.1% |
| All | +167.1% | -24.7% | +191.8% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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