+255.6%
MXL vs AG
+583.7%
-328.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.0% | +7.0% | +6.1% |
| 7D | +15.5% | +4.5% | +11.0% | +14.7% |
| 30D | -11.3% | +12.9% | -24.2% | -13.0% |
| 3M | -16.1% | +20.9% | -37.1% | -18.4% |
| 6M | +323.0% | -19.5% | +342.6% | +332.2% |
| YTD | +281.5% | +24.8% | +256.7% | +264.1% |
| 1Y | +319.3% | +120.2% | +199.1% | +268.2% |
| 3Y | +189.4% | +279.0% | -89.6% | +129.4% |
| 5Y | +26.0% | +67.9% | -41.9% | +7.1% |
| 10Y | +243.5% | +57.5% | +186.0% | +175.8% |
| All | +255.6% | +583.7% | -328.0% | +130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling