+3,101.0%
MPC vs MXL
+653.2%
+2,447.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -0.6% |
| 7D | +5.4% | +1.6% | +3.8% | +5.1% |
| 30D | +31.0% | -7.0% | +38.0% | +31.3% |
| 3M | +46.0% | -33.4% | +79.4% | +49.5% |
| 6M | +77.3% | +260.2% | -182.8% | +21.9% |
| YTD | +141.9% | +260.0% | -118.0% | +65.2% |
| 1Y | +120.9% | +303.5% | -182.6% | +45.3% |
| 3Y | +182.7% | +160.4% | +22.2% | +79.9% |
| 5Y | +646.4% | +14.7% | +631.7% | +434.9% |
| 10Y | +1,138.7% | +215.6% | +923.1% | +493.8% |
| All | +3,101.0% | +653.2% | +2,447.8% | +1,030.2% |
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