+51.2%
MMM vs MXL
+284.4%
-233.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.7% |
| 7D | -3.2% | +16.6% | -19.9% | -4.6% |
| 30D | -10.7% | +0.5% | -11.1% | -11.1% |
| 3M | +4.3% | -3.6% | +7.9% | +2.2% |
| 6M | +5.9% | +328.0% | -322.1% | -16.2% |
| YTD | +3.2% | +297.8% | -294.7% | -17.9% |
| 1Y | +8.0% | +339.4% | -331.4% | -15.7% |
| 3Y | +99.1% | +201.7% | -102.7% | +51.4% |
| 5Y | +25.7% | +32.8% | -7.0% | +2.8% |
| All | +51.2% | +284.4% | -233.2% | -7.5% |
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