+271.9%
ASX vs MXL
+349.5%
-77.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.5% | -4.0% | +1.9% |
| 7D | +11.1% | +19.0% | -7.9% | +6.8% |
| 30D | +9.6% | +4.5% | +5.1% | +8.2% |
| 3M | +18.6% | -1.5% | +20.1% | +18.0% |
| 6M | +92.1% | +348.6% | -256.5% | +28.1% |
| YTD | +158.5% | +310.3% | -151.8% | +76.1% |
| 1Y | +271.9% | +344.7% | -72.8% | +142.0% |
| All | +271.9% | +349.5% | -77.6% | +142.0% |
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