-99.8%
AMIX vs MXL
+184.4%
-284.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.5% | -3.1% |
| 7D | -13.7% | +1.6% | -15.4% | -14.1% |
| 30D | -62.1% | -7.0% | -55.1% | -61.8% |
| 3M | -46.2% | -33.4% | -12.8% | -43.8% |
| 6M | -46.4% | +260.2% | -306.6% | -53.3% |
| YTD | -60.3% | +260.0% | -320.2% | -65.5% |
| 1Y | -79.7% | +303.5% | -383.1% | -82.7% |
| All | -99.8% | +184.4% | -284.2% | -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 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