+354.0%
C vs MXL
+249.5%
+104.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -1.3% |
| 7D | +3.6% | +1.6% | +2.0% | +3.2% |
| 30D | +0.1% | -7.0% | +7.1% | +0.6% |
| 3M | +2.4% | -33.4% | +35.8% | +5.6% |
| 6M | +24.9% | +260.2% | -235.2% | -16.7% |
| YTD | +19.8% | +260.0% | -240.1% | -20.5% |
| 1Y | +44.9% | +303.5% | -258.6% | -7.5% |
| 3Y | +263.0% | +160.4% | +102.5% | +126.2% |
| 5Y | +129.5% | +14.7% | +114.8% | +61.5% |
| 10Y | +291.6% | +215.6% | +76.0% | +81.9% |
| All | +354.0% | +249.5% | +104.5% | +63.1% |
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