+104.8%
MMM vs MXL
+186.9%
-82.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.0% | -6.6% | -0.9% |
| 7D | -1.6% | +15.5% | -17.1% | -2.2% |
| 30D | -8.0% | -11.3% | +3.3% | -7.7% |
| 3M | +9.4% | -16.1% | +25.5% | +9.0% |
| 6M | +10.2% | +323.0% | -312.8% | -3.7% |
| YTD | +6.1% | +281.5% | -275.4% | -6.7% |
| 1Y | +10.8% | +319.3% | -308.5% | -3.8% |
| 3Y | +104.8% | +189.4% | -84.6% | +74.9% |
| All | +104.8% | +186.9% | -82.1% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling