+110.9%
MO vs MXL
+313.4%
-202.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.3% | +0.2% |
| 7D | +0.1% | +18.9% | -18.7% | -0.1% |
| 30D | +7.1% | +0.3% | +6.8% | +7.1% |
| 3M | -2.0% | -8.0% | +6.1% | -2.3% |
| 6M | +7.3% | +341.2% | -333.9% | +0.8% |
| YTD | +23.5% | +327.8% | -304.4% | +15.9% |
| 1Y | +11.0% | +364.9% | -353.9% | +3.6% |
| 3Y | +95.0% | +229.2% | -134.2% | +79.8% |
| 5Y | +100.6% | +42.8% | +57.9% | +90.7% |
| All | +110.9% | +313.4% | -202.5% | +61.3% |
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