+238.5%
MXL vs AG
+195.3%
+43.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -4.7% |
| 7D | +13.4% | -10.0% | +23.4% | +17.1% |
| 30D | -29.2% | -10.5% | -18.7% | -26.6% |
| 3M | -27.2% | -27.3% | 0.0% | -20.2% |
| 6M | -36.4% | -43.0% | +6.6% | -26.8% |
| YTD | +220.0% | -17.9% | +237.9% | +228.1% |
| 1Y | +304.8% | +11.9% | +292.9% | +280.5% |
| 3Y | +238.5% | +201.8% | +36.7% | +140.7% |
| All | +238.5% | +195.3% | +43.1% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling