-14.3%
MTZ vs MXL
+276.5%
-290.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -11.1% | -4.3% | -13.6% |
| 7D | -7.4% | -24.3% | +16.9% | -3.3% |
| 30D | -23.6% | -46.1% | +22.5% | -16.5% |
| 3M | -38.3% | -21.8% | -16.5% | -36.6% |
| 6M | -60.6% | -27.2% | -33.4% | -59.2% |
| YTD | -22.9% | +226.2% | -249.1% | -41.1% |
| 1Y | -14.3% | +297.0% | -311.3% | -40.0% |
| All | -14.3% | +276.5% | -290.8% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling