+302.0%
MMM vs MXL
+249.5%
+52.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.4% |
| 7D | -3.3% | +1.6% | -5.0% | -3.5% |
| 30D | -7.0% | -7.0% | 0.0% | -6.8% |
| 3M | +10.8% | -33.4% | +44.2% | +12.5% |
| 6M | +5.8% | +260.2% | -254.4% | -15.4% |
| YTD | +6.8% | +260.0% | -253.2% | -14.9% |
| 1Y | +10.4% | +303.5% | -293.1% | -13.9% |
| 3Y | +104.7% | +160.4% | -55.8% | +57.1% |
| 5Y | +23.6% | +14.7% | +8.9% | +1.5% |
| 10Y | +54.1% | +215.6% | -161.5% | -0.2% |
| All | +302.0% | +249.5% | +52.5% | +129.1% |
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