+264.6%
MP vs MXL
+176.9%
+87.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.5% | -6.5% | +0.7% |
| 7D | -3.6% | -15.9% | +12.2% | -0.3% |
| 30D | -21.0% | -44.0% | +23.0% | -10.6% |
| 3M | -33.3% | -21.3% | -11.9% | -31.6% |
| 6M | -45.9% | -46.1% | +0.1% | -41.8% |
| YTD | -27.8% | +208.8% | -236.7% | -57.6% |
| 1Y | -43.2% | +255.5% | -298.7% | -68.3% |
| 3Y | +144.0% | +223.3% | -79.3% | +12.0% |
| 5Y | -6.1% | -18.1% | +12.0% | -25.0% |
| All | +264.6% | +176.9% | +87.7% | +103.9% |
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 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