+303.5%
MXL vs A
+21.7%
+281.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.4% |
| 7D | +1.6% | -1.9% | +3.6% | +2.2% |
| 30D | -7.0% | +6.9% | -13.9% | -8.5% |
| 3M | -33.4% | +9.2% | -42.6% | -35.1% |
| 6M | +260.2% | +25.7% | +234.5% | +242.8% |
| YTD | +260.0% | +11.5% | +248.4% | +270.8% |
| 1Y | +303.5% | +18.4% | +285.1% | +308.7% |
| All | +303.5% | +21.7% | +281.8% | +308.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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