-11.7%
MP vs MXL
+320.4%
-332.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.0% | -4.5% | +0.9% |
| 7D | +3.0% | +15.5% | -12.4% | +1.4% |
| 30D | +8.3% | -11.3% | +19.6% | +9.4% |
| 3M | -3.8% | -16.1% | +12.3% | -3.0% |
| 6M | -4.9% | +323.0% | -327.9% | -29.1% |
| YTD | +9.6% | +281.5% | -271.9% | -17.5% |
| 1Y | -11.7% | +319.3% | -331.0% | -40.6% |
| All | -11.7% | +320.4% | -332.1% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling