-5.2%
MTZ vs MXL
+299.4%
-304.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +11.4% | -6.8% | +2.7% |
| 7D | +12.9% | +5.5% | +7.4% | +11.3% |
| 30D | -8.5% | -32.6% | +24.1% | -3.8% |
| 3M | -30.6% | -13.1% | -17.5% | -30.1% |
| 6M | -55.1% | -41.4% | -13.7% | -53.7% |
| YTD | -13.0% | +243.9% | -256.9% | -34.4% |
| All | -5.2% | +299.4% | -304.6% | -31.8% |
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