+1,174.7%
MPC vs MXL
+273.2%
+901.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.1% | -0.8% |
| 7D | +3.2% | +19.0% | -15.8% | +0.3% |
| 30D | +25.0% | +4.5% | +20.6% | +23.3% |
| 3M | +55.2% | -1.5% | +56.7% | +48.8% |
| 6M | +86.4% | +348.6% | -262.2% | +23.5% |
| YTD | +148.5% | +310.3% | -161.8% | +66.4% |
| 1Y | +121.7% | +344.7% | -223.0% | +43.9% |
| 3Y | +172.9% | +211.2% | -38.3% | +67.4% |
| 5Y | +679.9% | +34.8% | +645.1% | +447.0% |
| 10Y | +1,174.7% | +286.5% | +888.2% | +378.5% |
| All | +1,174.7% | +273.2% | +901.5% | +378.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling