+339.9%
MMM vs MXL
+210.8%
+129.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.5% |
| 7D | -0.4% | +13.4% | -13.8% | -1.7% |
| 30D | +12.1% | -29.2% | +41.4% | +14.7% |
| 3M | +1.4% | -27.2% | +28.6% | +2.4% |
| 6M | +26.6% | -36.4% | +63.0% | +26.4% |
| YTD | +16.8% | +220.0% | -203.2% | -7.6% |
| 1Y | +10.1% | +304.8% | -294.7% | -15.6% |
| 3Y | +158.4% | +238.5% | -80.1% | +87.8% |
| 5Y | +43.1% | -18.8% | +61.9% | +21.0% |
| 10Y | +74.2% | +163.1% | -89.0% | +13.2% |
| All | +339.9% | +210.8% | +129.1% | +148.9% |
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 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