+1,728.5%
MSCI vs MXL
+249.5%
+1,478.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -1.1% |
| 7D | +0.4% | +1.6% | -1.2% | +0.1% |
| 30D | +0.6% | -7.0% | +7.6% | +0.8% |
| 3M | -7.1% | -33.4% | +26.3% | -5.9% |
| 6M | +0.8% | +260.2% | -259.3% | -29.8% |
| YTD | +1.0% | +260.0% | -259.0% | -30.1% |
| 1Y | +4.3% | +303.5% | -299.2% | -30.5% |
| 3Y | +9.9% | +160.4% | -150.5% | -29.1% |
| 5Y | -6.8% | +14.7% | -21.5% | -30.9% |
| 10Y | +614.7% | +215.6% | +399.1% | +276.6% |
| All | +1,728.5% | +249.5% | +1,478.9% | +751.3% |
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