+10.4%
MMM vs MXL
+316.6%
-306.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | +0.1% |
| 7D | -3.3% | +1.6% | -5.0% | -3.3% |
| 30D | -7.0% | -7.0% | 0.0% | -7.0% |
| 3M | +10.8% | -33.4% | +44.2% | +11.0% |
| 6M | +5.8% | +260.2% | -254.4% | -7.5% |
| YTD | +6.8% | +260.0% | -253.2% | -7.0% |
| 1Y | +10.4% | +303.5% | -293.1% | -5.6% |
| All | +10.4% | +316.6% | -306.2% | -5.6% |
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