+282.7%
GLD vs MXL
+249.5%
+33.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.4% | -0.9% |
| 7D | -0.5% | +1.6% | -2.2% | -0.5% |
| 30D | +4.4% | -7.0% | +11.4% | +4.5% |
| 3M | -1.1% | -33.4% | +32.3% | -0.9% |
| 6M | -13.8% | +260.2% | -273.9% | -15.9% |
| YTD | +2.6% | +260.0% | -257.3% | +0.2% |
| 1Y | +24.5% | +303.5% | -279.0% | +21.3% |
| 3Y | +125.8% | +160.4% | -34.6% | +119.7% |
| 5Y | +137.8% | +14.7% | +123.1% | +132.0% |
| 10Y | +221.4% | +215.6% | +5.8% | +211.9% |
| All | +282.7% | +249.5% | +33.1% | +263.2% |
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