+274.5%
IR vs MXL
+130.2%
+144.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.2% |
| 7D | -3.1% | +16.6% | -19.7% | -5.4% |
| 30D | -14.0% | +0.5% | -14.5% | -14.6% |
| 3M | +3.7% | -3.6% | +7.4% | +0.2% |
| 6M | -15.4% | +328.0% | -343.4% | -43.8% |
| YTD | -7.7% | +297.8% | -305.5% | -38.0% |
| 1Y | -8.8% | +339.4% | -348.2% | -40.8% |
| 3Y | +5.6% | +201.7% | -196.2% | -34.2% |
| 5Y | +34.3% | +32.8% | +1.6% | -3.4% |
| All | +274.5% | +130.2% | +144.3% | +60.0% |
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