+285.3%
MTZ vs MXL
+262.9%
+22.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +11.4% | -6.8% | +2.4% |
| 7D | +12.9% | +5.5% | +7.4% | +11.2% |
| 30D | -8.5% | -32.6% | +24.1% | -2.6% |
| 3M | -30.6% | -13.1% | -17.5% | -30.1% |
| 6M | -55.1% | -41.4% | -13.7% | -52.8% |
| YTD | -13.0% | +243.9% | -256.9% | -38.8% |
| 1Y | -4.3% | +305.1% | -309.3% | -35.4% |
| All | +285.3% | +262.9% | +22.4% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling