+267.5%
ASX vs MXL
+316.6%
-49.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -1.0% |
| 7D | -0.7% | +1.6% | -2.4% | -1.2% |
| 30D | +2.0% | -7.0% | +9.0% | +3.1% |
| 3M | -1.3% | -33.4% | +32.1% | +5.2% |
| 6M | +71.4% | +260.2% | -188.7% | +20.5% |
| YTD | +135.3% | +260.0% | -124.6% | +64.7% |
| 1Y | +267.5% | +303.5% | -36.0% | +143.8% |
| All | +267.5% | +316.6% | -49.1% | +143.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling