+124.5%
GLD vs MXL
+186.9%
-62.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.0% | -7.7% | -1.9% |
| 7D | +0.7% | +15.5% | -14.7% | +0.4% |
| 30D | +0.3% | -11.3% | +11.6% | +0.5% |
| 3M | +0.6% | -16.1% | +16.7% | +0.5% |
| 6M | -15.6% | +323.0% | -338.6% | -19.1% |
| YTD | +0.9% | +281.5% | -280.7% | -3.0% |
| 1Y | +19.4% | +319.3% | -299.9% | +14.5% |
| 3Y | +124.5% | +189.4% | -64.9% | +106.9% |
| All | +124.5% | +186.9% | -62.4% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling