+2,006.8%
MSCI vs MXL
+210.8%
+1,796.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +2.1% |
| 7D | +3.0% | +13.4% | -10.4% | +1.0% |
| 30D | +17.8% | -29.2% | +47.0% | +21.6% |
| 3M | +15.2% | -27.2% | +42.4% | +16.4% |
| 6M | +16.5% | -36.4% | +52.9% | +14.7% |
| YTD | +16.4% | +220.0% | -203.7% | -20.5% |
| 1Y | +16.8% | +304.8% | -288.0% | -24.2% |
| 3Y | +35.8% | +238.5% | -202.7% | -20.0% |
| 5Y | +7.0% | -18.8% | +25.7% | -17.3% |
| 10Y | +818.6% | +163.1% | +655.5% | +384.4% |
| All | +2,006.8% | +210.8% | +1,796.1% | +868.7% |
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