+102.7%
MO vs MXL
+40.1%
+62.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.3% | +0.5% |
| 7D | +0.1% | +18.9% | -18.7% | +0.6% |
| 30D | +7.1% | +0.3% | +6.8% | +7.3% |
| 3M | -2.0% | -8.0% | +6.1% | -1.6% |
| 6M | +7.3% | +341.2% | -333.9% | +10.7% |
| YTD | +23.5% | +327.8% | -304.4% | +27.3% |
| 1Y | +11.0% | +364.9% | -353.9% | +14.7% |
| 3Y | +95.0% | +229.2% | -134.2% | +101.1% |
| All | +102.7% | +40.1% | +62.6% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling