+184.8%
MPC vs MXL
+231.7%
-46.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.1% |
| 7D | -8.8% | -15.9% | +7.0% | -8.2% |
| 30D | -14.4% | -44.0% | +29.6% | -12.3% |
| 3M | +21.9% | -21.3% | +43.3% | +22.0% |
| 6M | +60.1% | -46.1% | +106.2% | +61.3% |
| YTD | +142.3% | +208.8% | -66.5% | +109.8% |
| 1Y | +101.7% | +255.5% | -153.8% | +71.8% |
| 3Y | +184.8% | +223.3% | -38.5% | +112.4% |
| All | +184.8% | +231.7% | -46.9% | +112.4% |
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