+22.5%
MA vs MXL
+276.5%
-254.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -11.1% | +15.1% | +3.7% |
| 7D | +10.2% | -24.3% | +34.6% | +9.6% |
| 30D | +19.3% | -46.1% | +65.4% | +18.2% |
| 3M | +18.0% | -21.8% | +39.8% | +17.6% |
| 6M | +33.7% | -27.2% | +60.9% | +32.5% |
| YTD | +18.6% | +226.2% | -207.6% | +13.2% |
| 1Y | +22.5% | +297.0% | -274.5% | +12.4% |
| All | +22.5% | +276.5% | -254.0% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling