+46.5%
AGG vs MXL
+286.3%
-239.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.6% |
| 7D | -0.9% | +16.6% | -17.6% | -1.0% |
| 30D | -1.0% | +0.5% | -1.4% | -1.0% |
| 3M | -1.3% | -3.6% | +2.3% | -1.3% |
| 6M | -2.1% | +328.0% | -330.1% | -2.5% |
| YTD | -1.2% | +297.8% | -299.0% | -1.7% |
| 1Y | -0.5% | +339.4% | -339.9% | -1.0% |
| 3Y | +12.4% | +201.7% | -189.3% | +11.8% |
| 5Y | -2.4% | +32.8% | -35.2% | -2.8% |
| 10Y | +14.3% | +274.8% | -260.5% | +13.9% |
| All | +46.5% | +286.3% | -239.8% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling