+433.8%
MAR vs MXL
+313.4%
+120.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.8% | +0.5% |
| 7D | -0.5% | +18.9% | -19.4% | -3.3% |
| 30D | -5.4% | +0.3% | -5.7% | -6.1% |
| 3M | -15.5% | -8.0% | -7.5% | -18.2% |
| 6M | +3.0% | +341.2% | -338.3% | -33.1% |
| YTD | +8.5% | +327.8% | -319.3% | -29.4% |
| 1Y | +26.0% | +364.9% | -338.9% | -20.9% |
| 3Y | +68.6% | +229.2% | -160.6% | +0.3% |
| 5Y | +157.4% | +42.8% | +114.6% | +78.9% |
| All | +433.8% | +313.4% | +120.5% | +124.9% |
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 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