-9.9%
LOW vs MXL
+222.8%
-232.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | 0.0% |
| 7D | -3.7% | +18.9% | -22.6% | -4.1% |
| 30D | -8.9% | +0.3% | -9.2% | -9.0% |
| 3M | -10.4% | -8.0% | -2.4% | -10.9% |
| 6M | -19.4% | +341.2% | -360.6% | -27.8% |
| YTD | -17.1% | +327.8% | -344.9% | -25.8% |
| 1Y | -26.3% | +364.9% | -391.2% | -34.6% |
| 3Y | -9.9% | +229.2% | -239.1% | -19.6% |
| All | -9.9% | +222.8% | -232.7% | -19.6% |
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 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