+479.4%
ASX vs MXL
+34.9%
+444.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.5% | -4.0% | +1.5% |
| 7D | +11.1% | +19.0% | -7.9% | +5.9% |
| 30D | +9.6% | +4.5% | +5.1% | +7.7% |
| 3M | +18.6% | -1.5% | +20.1% | +16.1% |
| 6M | +92.1% | +348.6% | -256.5% | +10.9% |
| YTD | +158.5% | +310.3% | -151.8% | +52.5% |
| 1Y | +271.9% | +344.7% | -72.8% | +111.0% |
| 3Y | +465.2% | +211.2% | +254.1% | +209.3% |
| 5Y | +479.4% | +34.8% | +444.6% | +312.5% |
| All | +479.4% | +34.9% | +444.5% | +312.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling