+156.0%
B vs MXL
+25.5%
+130.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.0% | -7.4% | -1.9% |
| 7D | +2.3% | +15.5% | -13.2% | +1.2% |
| 30D | +1.4% | -11.3% | +12.7% | +2.0% |
| 3M | +12.2% | -16.1% | +28.3% | +11.9% |
| 6M | -2.1% | +323.0% | -325.1% | -16.2% |
| YTD | +2.9% | +281.5% | -278.6% | -11.2% |
| 1Y | +55.3% | +319.3% | -264.0% | +32.5% |
| 3Y | +198.7% | +189.4% | +9.3% | +150.0% |
| All | +156.0% | +25.5% | +130.5% | +114.7% |
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