+445.9%
ASX vs MXL
+186.9%
+259.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.0% | +0.1% | +4.6% |
| 7D | +6.3% | +15.5% | -9.2% | +2.7% |
| 30D | +6.4% | -11.3% | +17.7% | +8.9% |
| 3M | +13.1% | -16.1% | +29.3% | +15.5% |
| 6M | +90.3% | +323.0% | -232.7% | +23.0% |
| YTD | +149.6% | +281.5% | -131.9% | +65.0% |
| 1Y | +249.2% | +319.3% | -70.1% | +122.6% |
| 3Y | +445.9% | +189.4% | +256.5% | +254.6% |
| All | +445.9% | +186.9% | +259.0% | +254.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling