+40.1%
MA vs MXL
+186.9%
-146.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.0% | -7.4% | -1.6% |
| 7D | -1.8% | +15.5% | -17.2% | -2.1% |
| 30D | +1.4% | -11.3% | +12.7% | +1.6% |
| 3M | +17.7% | -16.1% | +33.9% | +17.1% |
| 6M | +9.7% | +323.0% | -313.4% | -1.7% |
| YTD | +0.5% | +281.5% | -281.0% | -9.5% |
| 1Y | -2.1% | +319.3% | -321.4% | -12.8% |
| 3Y | +40.1% | +189.4% | -149.3% | +19.7% |
| All | +40.1% | +186.9% | -146.8% | +19.7% |
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