+205.6%
GLD vs MXL
+176.8%
+28.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.2% | -2.8% |
| 7D | -5.5% | +33.1% | -38.5% | -6.2% |
| 30D | -7.0% | -33.5% | +26.5% | -6.3% |
| 3M | -12.4% | -20.7% | +8.3% | -12.2% |
| 6M | -18.0% | -35.9% | +17.8% | -17.9% |
| YTD | -10.5% | +238.3% | -248.7% | -14.3% |
| 1Y | -8.1% | +296.2% | -304.3% | -12.4% |
| 3Y | +97.7% | +254.1% | -156.4% | +86.6% |
| 5Y | +103.4% | -14.1% | +117.6% | +96.4% |
| All | +205.6% | +176.8% | +28.8% | +178.5% |
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