+1,003.8%
LOW vs MXL
+298.4%
+705.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.6% | -2.0% |
| 7D | -0.6% | +19.0% | -19.6% | -2.7% |
| 30D | -9.3% | +4.5% | -13.8% | -10.2% |
| 3M | -8.1% | -1.5% | -6.6% | -11.0% |
| 6M | -19.8% | +348.6% | -368.4% | -40.7% |
| YTD | -16.4% | +310.3% | -326.6% | -37.7% |
| 1Y | -24.7% | +344.7% | -369.4% | -45.1% |
| 3Y | -8.8% | +211.2% | -220.0% | -35.9% |
| 5Y | +7.8% | +34.8% | -27.1% | -16.5% |
| 10Y | +233.8% | +286.5% | -52.7% | +95.6% |
| All | +1,003.8% | +298.4% | +705.4% | +506.8% |
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