+963.7%
ASX vs MXL
+284.4%
+679.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.2% | -2.4% |
| 7D | +6.5% | +16.6% | -10.1% | +2.0% |
| 30D | +3.1% | +0.5% | +2.7% | +2.4% |
| 3M | +17.4% | -3.6% | +21.0% | +15.4% |
| 6M | +85.4% | +328.0% | -242.6% | +7.8% |
| YTD | +150.1% | +297.8% | -147.8% | +47.7% |
| 1Y | +256.3% | +339.4% | -83.1% | +101.4% |
| 3Y | +446.9% | +201.7% | +245.1% | +201.1% |
| 5Y | +447.1% | +32.8% | +414.3% | +269.0% |
| All | +963.7% | +284.4% | +679.3% | +356.4% |
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