+37.3%
IR vs MXL
+34.9%
+2.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.5% | -9.6% | -2.8% |
| 7D | -1.9% | +19.0% | -20.9% | -3.7% |
| 30D | -15.0% | +4.5% | -19.5% | -15.8% |
| 3M | -0.4% | -1.5% | +1.1% | -2.9% |
| 6M | -15.0% | +348.6% | -363.7% | -37.7% |
| YTD | -7.1% | +310.3% | -317.3% | -31.0% |
| 1Y | -7.5% | +344.7% | -352.3% | -32.9% |
| 3Y | +6.3% | +211.2% | -204.9% | -25.5% |
| 5Y | +37.3% | +34.8% | +2.5% | +10.7% |
| All | +37.3% | +34.9% | +2.4% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling