+294.7%
C vs MXL
+273.2%
+21.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.8% | -0.4% |
| 7D | +2.6% | +19.0% | -16.4% | -0.4% |
| 30D | +1.9% | +4.5% | -2.6% | +0.6% |
| 3M | +2.8% | -1.5% | +4.3% | -0.9% |
| 6M | +30.6% | +348.6% | -318.1% | -14.2% |
| YTD | +19.9% | +310.3% | -290.4% | -20.1% |
| 1Y | +44.6% | +344.7% | -300.2% | -6.5% |
| 3Y | +272.1% | +211.2% | +61.0% | +130.4% |
| 5Y | +132.0% | +34.8% | +97.1% | +63.3% |
| 10Y | +294.7% | +286.5% | +8.1% | +62.2% |
| All | +294.7% | +273.2% | +21.4% | +62.2% |
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 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