-79.0%
AMIX vs MXL
-40.9%
-38.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +11.4% | -31.4% | -26.3% |
| 7D | -8.1% | +5.5% | -13.5% | -14.5% |
| 30D | -52.3% | -32.6% | -19.6% | -42.8% |
| 3M | -83.8% | -13.1% | -70.6% | -85.8% |
| 6M | -79.0% | -41.4% | -37.6% | -79.1% |
| All | -79.0% | -40.9% | -38.1% | -79.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling