+445.3%
MP vs MXL
+222.7%
+222.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +0.1% |
| 7D | -2.9% | +1.6% | -4.5% | -3.3% |
| 30D | +13.8% | -7.0% | +20.8% | +15.0% |
| 3M | -16.7% | -33.4% | +16.7% | -11.7% |
| 6M | -11.5% | +260.2% | -271.7% | -47.9% |
| YTD | +7.9% | +260.0% | -252.0% | -37.1% |
| 1Y | -15.0% | +303.5% | -318.5% | -53.2% |
| 3Y | +153.5% | +160.4% | -6.9% | +34.0% |
| 5Y | +58.7% | +14.7% | +44.0% | +15.2% |
| All | +445.3% | +222.7% | +222.6% | +202.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling