+627.7%
GEV vs MXL
+292.5%
+335.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.5% | -9.6% | -3.3% |
| 7D | +3.2% | +19.0% | -15.8% | +0.2% |
| 30D | -4.0% | +4.5% | -8.5% | -5.0% |
| 3M | +3.4% | -1.5% | +4.9% | +1.6% |
| 6M | +14.7% | +348.6% | -333.9% | -22.6% |
| YTD | +45.8% | +310.3% | -264.5% | -0.1% |
| 1Y | +57.4% | +344.7% | -287.3% | +4.8% |
| All | +627.7% | +292.5% | +335.2% | +354.9% |
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