+132.0%
C vs MXL
+34.9%
+97.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.8% | 0.0% |
| 7D | +2.6% | +19.0% | -16.4% | +0.7% |
| 30D | +1.9% | +4.5% | -2.6% | +1.1% |
| 3M | +2.8% | -1.5% | +4.3% | +0.5% |
| 6M | +30.6% | +348.6% | -318.1% | -2.0% |
| YTD | +19.9% | +310.3% | -290.4% | -9.0% |
| 1Y | +44.6% | +344.7% | -300.2% | +7.4% |
| 3Y | +272.1% | +211.2% | +61.0% | +167.3% |
| 5Y | +132.0% | +34.8% | +97.1% | +84.2% |
| All | +132.0% | +34.9% | +97.0% | +84.2% |
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 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