+150.1%
ALL vs MXL
+209.6%
-59.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.5% | +0.2% |
| 7D | -2.2% | +19.0% | -21.2% | -1.7% |
| 30D | -5.6% | +4.5% | -10.1% | -5.4% |
| 3M | +17.2% | -1.5% | +18.8% | +17.6% |
| 6M | +23.2% | +348.6% | -325.4% | +23.8% |
| YTD | +23.6% | +310.3% | -286.7% | +24.2% |
| 1Y | +29.2% | +344.7% | -315.5% | +29.6% |
| All | +150.1% | +209.6% | -59.5% | +154.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling