+116.1%
ALL vs MXL
+34.9%
+81.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.5% | +0.1% |
| 7D | -2.2% | +19.0% | -21.2% | -2.2% |
| 30D | -5.6% | +4.5% | -10.1% | -5.6% |
| 3M | +17.2% | -1.5% | +18.8% | +16.9% |
| 6M | +23.2% | +348.6% | -325.4% | +17.4% |
| YTD | +23.6% | +310.3% | -286.7% | +18.0% |
| 1Y | +29.2% | +344.7% | -315.5% | +22.6% |
| 3Y | +153.8% | +211.2% | -57.4% | +138.4% |
| 5Y | +116.1% | +34.8% | +81.2% | +106.1% |
| All | +116.1% | +34.9% | +81.2% | +106.1% |
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 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