+12.9%
MSCI vs MXL
-40.1%
+53.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.1% | -1.7% |
| 7D | -0.7% | +33.1% | -33.7% | +2.3% |
| 30D | +16.2% | -33.5% | +49.7% | +12.3% |
| 3M | +16.1% | -20.7% | +36.8% | +15.5% |
| 6M | +12.9% | -35.9% | +48.8% | +13.6% |
| All | +12.9% | -40.1% | +53.1% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling