+332.3%
MXL vs AG
+117.1%
+215.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.8% | -1.6% |
| 7D | +16.6% | -5.8% | +22.4% | +18.7% |
| 30D | +0.5% | +6.4% | -5.9% | -1.5% |
| 3M | -3.6% | +28.4% | -32.0% | -10.3% |
| 6M | +328.0% | -24.5% | +352.5% | +341.8% |
| YTD | +297.8% | +21.2% | +276.6% | +257.8% |
| All | +332.3% | +117.1% | +215.2% | +224.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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