+213.1%
GLD vs MXL
+284.4%
-71.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.7% |
| 7D | -3.4% | +16.6% | -20.0% | -3.7% |
| 30D | -1.1% | +0.5% | -1.6% | -1.2% |
| 3M | +5.8% | -3.6% | +9.4% | +5.4% |
| 6M | -17.1% | +328.0% | -345.1% | -20.8% |
| YTD | 0.0% | +297.8% | -297.8% | -4.3% |
| 1Y | +18.2% | +339.4% | -321.2% | +12.7% |
| 3Y | +122.6% | +201.7% | -79.2% | +111.4% |
| 5Y | +137.1% | +32.8% | +104.3% | +127.2% |
| All | +213.1% | +284.4% | -71.3% | +192.7% |
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