+302.4%
MXL vs AGI
+392.3%
-89.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +7.4% |
| 7D | +18.9% | -2.7% | +21.6% | +19.4% |
| 30D | +0.3% | +7.2% | -6.9% | -0.8% |
| 3M | -8.0% | +4.3% | -12.3% | -9.1% |
| 6M | +341.2% | -27.1% | +368.3% | +357.8% |
| YTD | +327.8% | -6.6% | +334.4% | +327.4% |
| 1Y | +364.9% | +9.5% | +355.4% | +353.8% |
| 3Y | +229.2% | +208.4% | +20.8% | +178.9% |
| 5Y | +42.8% | +401.6% | -358.9% | +14.2% |
| All | +302.4% | +392.3% | -89.9% | +226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling