+284.9%
IR vs MXL
+120.8%
+164.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.0% | -7.6% | -2.5% |
| 7D | +0.6% | +15.5% | -14.8% | -1.6% |
| 30D | -13.6% | -11.3% | -2.3% | -12.6% |
| 3M | +3.7% | -16.1% | +19.8% | +2.4% |
| 6M | -13.1% | +323.0% | -336.1% | -42.2% |
| YTD | -5.1% | +281.5% | -286.6% | -35.8% |
| 1Y | -6.5% | +319.3% | -325.8% | -38.8% |
| 3Y | +8.5% | +189.4% | -180.9% | -31.9% |
| 5Y | +43.3% | +26.0% | +17.3% | +4.1% |
| All | +284.9% | +120.8% | +164.1% | +65.6% |
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