+358.0%
ALL vs MXL
+284.4%
+73.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.6% |
| 7D | -4.3% | +16.6% | -20.9% | -5.1% |
| 30D | -3.6% | +0.5% | -4.0% | -3.8% |
| 3M | +13.2% | -3.6% | +16.8% | +11.4% |
| 6M | +22.5% | +328.0% | -305.5% | +3.6% |
| YTD | +22.7% | +297.8% | -275.1% | +4.2% |
| 1Y | +28.3% | +339.4% | -311.1% | +7.1% |
| 3Y | +152.0% | +201.7% | -49.7% | +105.3% |
| 5Y | +115.4% | +32.8% | +82.7% | +86.9% |
| All | +358.0% | +284.4% | +73.7% | +171.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling