+443.0%
MP vs MXL
+267.8%
+175.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.5% | -9.5% | -3.7% |
| 7D | -0.7% | +19.0% | -19.7% | -4.9% |
| 30D | -0.7% | +4.5% | -5.1% | -2.3% |
| 3M | 0.0% | -1.5% | +1.5% | -3.6% |
| 6M | -10.0% | +348.6% | -358.6% | -50.1% |
| YTD | +7.5% | +310.3% | -302.8% | -39.4% |
| 1Y | -14.0% | +344.7% | -358.7% | -53.6% |
| 3Y | +153.5% | +211.2% | -57.7% | +26.9% |
| 5Y | +62.7% | +34.8% | +27.9% | +12.8% |
| All | +443.0% | +267.8% | +175.2% | +191.4% |
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 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