+159.3%
MP vs MXL
+237.7%
-78.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.4% | +8.9% | +4.3% |
| 7D | +9.5% | +13.4% | -4.0% | +7.3% |
| 30D | -3.0% | -29.2% | +26.3% | +0.9% |
| 3M | -30.4% | -27.2% | -3.1% | -28.4% |
| 6M | -39.2% | -36.4% | -2.8% | -37.5% |
| YTD | -23.3% | +220.0% | -243.3% | -41.8% |
| 1Y | -32.6% | +304.8% | -337.4% | -51.3% |
| 3Y | +159.3% | +238.5% | -79.2% | +34.1% |
| All | +159.3% | +237.7% | -78.4% | +34.1% |
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