-99.8%
AMIX vs MXL
+201.5%
-301.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.2% | -1.5% |
| 7D | -3.4% | +15.5% | -18.8% | -6.4% |
| 30D | -54.4% | -11.3% | -43.1% | -53.5% |
| 3M | -45.7% | -16.1% | -29.6% | -44.5% |
| 6M | -49.2% | +323.0% | -372.2% | -56.8% |
| YTD | -60.3% | +281.5% | -341.9% | -66.0% |
| 1Y | -81.4% | +319.3% | -400.7% | -84.3% |
| All | -99.8% | +201.5% | -301.2% | -99.8% |
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