+23.0%
MMM vs MXL
+276.5%
-253.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -11.1% | +20.7% | +9.5% |
| 7D | +12.2% | -24.3% | +36.6% | +12.3% |
| 30D | +18.8% | -46.1% | +65.0% | +19.3% |
| 3M | +7.4% | -21.8% | +29.2% | +7.2% |
| 6M | +38.3% | -27.2% | +65.5% | +37.4% |
| YTD | +22.9% | +226.2% | -203.3% | +7.1% |
| 1Y | +23.0% | +297.0% | -274.0% | +3.0% |
| All | +23.0% | +276.5% | -253.5% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling