+199.9%
B vs MXL
+284.4%
-84.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -2.3% |
| 7D | -5.0% | +16.6% | -21.7% | -6.2% |
| 30D | +8.7% | +0.5% | +8.3% | +8.4% |
| 3M | +17.3% | -3.6% | +20.9% | +15.8% |
| 6M | -5.0% | +328.0% | -333.1% | -19.2% |
| YTD | +1.4% | +297.8% | -296.4% | -13.2% |
| 1Y | +50.5% | +339.4% | -288.9% | +27.2% |
| 3Y | +194.4% | +201.7% | -7.4% | +144.9% |
| 5Y | +156.7% | +32.8% | +123.9% | +120.4% |
| All | +199.9% | +284.4% | -84.5% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling