+255.6%
MXL vs A
+584.1%
-328.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.7% | +8.7% | +7.9% |
| 7D | +15.5% | -2.1% | +17.5% | +17.1% |
| 30D | -11.3% | +0.6% | -11.9% | -12.3% |
| 3M | -16.1% | +10.9% | -27.0% | -22.8% |
| 6M | +323.0% | +28.2% | +294.9% | +239.1% |
| YTD | +281.5% | +8.6% | +273.0% | +244.7% |
| 1Y | +319.3% | +15.5% | +303.8% | +261.0% |
| 3Y | +189.4% | +31.8% | +157.6% | +119.5% |
| 5Y | +26.0% | -14.9% | +40.9% | +32.8% |
| 10Y | +243.5% | +237.8% | +5.7% | +40.5% |
| All | +255.6% | +584.1% | -328.5% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling