+486.8%
ASX vs MXL
-19.3%
+506.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -0.5% |
| 7D | +12.4% | +13.4% | -1.0% | +8.2% |
| 30D | -19.8% | -29.2% | +9.4% | -11.5% |
| 3M | -10.3% | -27.2% | +16.9% | -3.2% |
| 6M | +1.2% | -36.4% | +37.7% | +10.2% |
| YTD | +123.0% | +220.0% | -97.0% | +40.6% |
| 1Y | +145.4% | +304.8% | -159.4% | +43.4% |
| 3Y | +368.6% | +238.5% | +130.2% | +145.1% |
| All | +486.8% | -19.3% | +506.1% | +398.3% |
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