-3.5%
IR vs MXL
+316.6%
-320.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.3% | +1.2% |
| 7D | -2.8% | +1.6% | -4.5% | -2.9% |
| 30D | -15.1% | -7.0% | -8.1% | -15.1% |
| 3M | +6.1% | -33.4% | +39.5% | +6.3% |
| 6M | -16.8% | +260.2% | -277.0% | -30.9% |
| YTD | -3.5% | +260.0% | -263.5% | -19.9% |
| 1Y | -3.5% | +303.5% | -307.0% | -21.7% |
| All | -3.5% | +316.6% | -320.1% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling