+131.7%
MP vs MXL
+188.3%
-56.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.0% | -6.0% | +3.4% |
| 7D | -10.5% | -27.1% | +16.6% | -6.8% |
| 30D | -23.5% | -54.2% | +30.7% | -15.5% |
| 3M | -25.4% | -29.9% | +4.5% | -22.8% |
| 6M | -51.3% | -39.5% | -11.8% | -49.5% |
| YTD | -29.9% | +182.2% | -212.1% | -45.7% |
| 1Y | -31.8% | +231.8% | -263.7% | -48.9% |
| All | +131.7% | +188.3% | -56.5% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling