+1,135.0%
ALL vs MXL
+210.8%
+924.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.7% | +0.7% |
| 7D | +5.0% | +13.4% | -8.4% | +4.1% |
| 30D | +13.3% | -29.2% | +42.6% | +15.0% |
| 3M | +3.2% | -27.2% | +30.4% | +3.7% |
| 6M | +25.3% | -36.4% | +61.8% | +24.5% |
| YTD | +30.5% | +220.0% | -189.6% | +7.6% |
| 1Y | +29.2% | +304.8% | -275.6% | +3.7% |
| 3Y | +119.1% | +238.5% | -119.4% | +66.4% |
| 5Y | +162.6% | -18.8% | +181.4% | +129.9% |
| 10Y | +378.8% | +163.1% | +215.6% | +216.5% |
| All | +1,135.0% | +210.8% | +924.2% | +638.5% |
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