+499.0%
MA vs MXL
+284.4%
+214.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.7% | 0.0% |
| 7D | -3.5% | +16.6% | -20.1% | -5.4% |
| 30D | +0.7% | +0.5% | +0.2% | +0.1% |
| 3M | +15.8% | -3.6% | +19.4% | +12.0% |
| 6M | +10.2% | +328.0% | -317.8% | -21.3% |
| YTD | -0.5% | +297.8% | -298.3% | -28.5% |
| 1Y | -1.8% | +339.4% | -341.2% | -31.5% |
| 3Y | +38.7% | +201.7% | -163.0% | -7.7% |
| 5Y | +67.6% | +32.8% | +34.9% | +26.9% |
| All | +499.0% | +284.4% | +214.6% | +195.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling