-74.3%
GRAB vs MXL
+136.4%
-210.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.2% | +0.3% |
| 7D | -10.8% | +18.9% | -29.7% | -13.0% |
| 30D | -15.5% | +0.3% | -15.8% | -16.0% |
| 3M | -9.0% | -8.0% | -0.9% | -11.2% |
| 6M | -21.6% | +341.2% | -362.8% | -47.0% |
| YTD | -38.9% | +327.8% | -366.7% | -58.7% |
| 1Y | -44.8% | +364.9% | -409.7% | -63.8% |
| 3Y | -18.4% | +229.2% | -247.7% | -48.5% |
| 5Y | -71.6% | +42.8% | -114.4% | -78.5% |
| All | -74.3% | +136.4% | -210.8% | -83.7% |
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 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