-16.8%
MP vs MXL
-28.7%
+11.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.0% | -6.0% | +2.6% |
| 7D | -10.5% | -27.1% | +16.6% | -5.0% |
| 30D | -23.5% | -54.2% | +30.7% | -11.3% |
| 3M | -25.4% | -29.9% | +4.5% | -21.9% |
| 6M | -51.3% | -39.5% | -11.8% | -49.3% |
| YTD | -29.9% | +182.2% | -212.1% | -55.0% |
| 1Y | -31.8% | +231.8% | -263.7% | -58.5% |
| 3Y | +127.0% | +195.9% | -68.9% | +15.0% |
| All | -16.8% | -28.7% | +11.9% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling