+61.5%
B vs MXL
+249.5%
-188.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -2.6% |
| 7D | -1.6% | +1.6% | -3.2% | -1.7% |
| 30D | +9.4% | -7.0% | +16.4% | +9.8% |
| 3M | +5.0% | -33.4% | +38.4% | +6.5% |
| 6M | -3.5% | +260.2% | -263.7% | -15.1% |
| YTD | +4.5% | +260.0% | -255.5% | -8.1% |
| 1Y | +67.8% | +303.5% | -235.7% | +46.0% |
| 3Y | +196.7% | +160.4% | +36.3% | +156.1% |
| 5Y | +151.9% | +14.7% | +137.2% | +123.5% |
| 10Y | +202.2% | +215.6% | -13.4% | +141.3% |
| All | +61.5% | +249.5% | -188.0% | +17.2% |
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