+1,306.9%
MAR vs MXL
+298.4%
+1,008.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.7% | -0.4% |
| 7D | -0.5% | +19.0% | -19.5% | -3.4% |
| 30D | -4.7% | +4.5% | -9.1% | -6.0% |
| 3M | -15.6% | -1.5% | -14.1% | -19.4% |
| 6M | +1.2% | +348.6% | -347.4% | -34.2% |
| YTD | +7.5% | +310.3% | -302.8% | -29.2% |
| 1Y | +26.6% | +344.7% | -318.1% | -19.2% |
| 3Y | +66.0% | +211.2% | -145.2% | +1.2% |
| 5Y | +154.1% | +34.8% | +119.3% | +77.4% |
| 10Y | +441.9% | +286.5% | +155.3% | +163.0% |
| All | +1,306.9% | +298.4% | +1,008.5% | +492.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling