+364.9%
MXL vs A
+18.0%
+346.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.7% | +4.9% | +6.9% |
| 7D | +18.9% | -2.6% | +21.5% | +19.5% |
| 30D | +0.3% | -0.9% | +1.2% | +0.6% |
| 3M | -8.0% | +13.6% | -21.7% | -11.1% |
| 6M | +341.2% | +27.8% | +313.4% | +311.0% |
| YTD | +327.8% | +8.6% | +319.2% | +343.9% |
| 1Y | +364.9% | +16.9% | +348.0% | +361.1% |
| All | +364.9% | +18.0% | +346.9% | +361.1% |
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