+23.9%
IR vs MXL
+237.7%
-213.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | 0.0% |
| 7D | +2.5% | +13.4% | -10.9% | +1.6% |
| 30D | +9.2% | -29.2% | +38.4% | +10.9% |
| 3M | +0.9% | -27.2% | +28.2% | +1.8% |
| 6M | +19.2% | -36.4% | +55.7% | +19.4% |
| YTD | +7.5% | +220.0% | -212.5% | -13.0% |
| 1Y | +11.7% | +304.8% | -293.1% | -12.5% |
| 3Y | +23.9% | +238.5% | -214.6% | -6.3% |
| All | +23.9% | +237.7% | -213.7% | -6.3% |
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