+215.7%
MXL vs A
+29.6%
+186.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.4% | +9.0% | +8.3% |
| 7D | +19.0% | -4.4% | +23.4% | +21.7% |
| 30D | +4.5% | -2.7% | +7.2% | +5.6% |
| 3M | -1.5% | +7.0% | -8.6% | -5.7% |
| 6M | +348.6% | +24.6% | +324.0% | +285.3% |
| YTD | +310.3% | +7.0% | +303.3% | +291.1% |
| 1Y | +344.7% | +15.6% | +329.1% | +301.4% |
| All | +215.7% | +29.6% | +186.1% | +161.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling