+1,097.7%
ALL vs MXL
+249.5%
+848.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.9% | -1.7% |
| 7D | 0.0% | +1.6% | -1.6% | -0.1% |
| 30D | -1.5% | -7.0% | +5.5% | -1.4% |
| 3M | +23.6% | -33.4% | +57.0% | +24.6% |
| 6M | +22.3% | +260.2% | -237.8% | +1.9% |
| YTD | +26.5% | +260.0% | -233.4% | +5.0% |
| 1Y | +27.0% | +303.5% | -276.5% | +3.4% |
| 3Y | +149.6% | +160.4% | -10.9% | +99.4% |
| 5Y | +118.1% | +14.7% | +103.4% | +85.2% |
| 10Y | +369.0% | +215.6% | +153.4% | +209.1% |
| All | +1,097.7% | +249.5% | +848.2% | +621.1% |
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 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