+167.3%
B vs MXL
+256.9%
-89.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.5% | -3.0% |
| 7D | -6.2% | +33.1% | -39.3% | -8.3% |
| 30D | -6.6% | -33.5% | +26.9% | -4.2% |
| 3M | -7.9% | -20.7% | +12.8% | -7.4% |
| 6M | -16.8% | -35.9% | +19.1% | -16.4% |
| YTD | -11.7% | +238.3% | -249.9% | -25.0% |
| 1Y | +3.5% | +296.2% | -292.7% | -13.7% |
| All | +167.3% | +256.9% | -89.6% | +117.3% |
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 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