+2,375.6%
ASX vs MXL
+234.0%
+2,141.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +11.4% | -4.8% | +3.7% |
| 7D | +0.8% | +5.5% | -4.6% | -0.1% |
| 30D | -20.4% | -32.6% | +12.2% | -12.2% |
| 3M | -2.1% | -13.1% | +11.0% | +0.3% |
| 6M | +8.2% | -41.4% | +49.6% | +18.8% |
| YTD | +137.3% | +243.9% | -106.7% | +58.4% |
| 1Y | +155.0% | +305.1% | -150.1% | +63.0% |
| 3Y | +397.9% | +260.1% | +137.9% | +195.6% |
| 5Y | +529.2% | -12.1% | +541.3% | +394.4% |
| 10Y | +1,007.5% | +182.8% | +824.7% | +531.7% |
| All | +2,375.6% | +234.0% | +2,141.7% | +1,188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling