+66.3%
MA vs MXL
+34.9%
+31.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.1% | -1.1% |
| 7D | -3.5% | +19.0% | -22.5% | -4.6% |
| 30D | +0.8% | +4.5% | -3.7% | +0.2% |
| 3M | +14.8% | -1.5% | +16.3% | +12.4% |
| 6M | +10.0% | +348.6% | -338.6% | -11.3% |
| YTD | -0.1% | +310.3% | -310.4% | -18.9% |
| 1Y | -2.2% | +344.7% | -346.9% | -22.0% |
| 3Y | +39.3% | +211.2% | -171.9% | +7.0% |
| 5Y | +66.3% | +34.8% | +31.5% | +48.9% |
| All | +66.3% | +34.9% | +31.4% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling