-2.6%
AGG vs MXL
+40.1%
-42.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.6% | -0.1% |
| 7D | -1.1% | +18.9% | -19.9% | -1.1% |
| 30D | -1.1% | +0.3% | -1.5% | -1.2% |
| 3M | -1.9% | -8.0% | +6.1% | -2.0% |
| 6M | -1.7% | +341.2% | -343.0% | -2.8% |
| YTD | -1.3% | +327.8% | -329.1% | -2.4% |
| 1Y | -0.7% | +364.9% | -365.6% | -2.0% |
| 3Y | +12.5% | +229.2% | -216.8% | +11.0% |
| All | -2.6% | +40.1% | -42.7% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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