+270.8%
MXL vs AGI
+201.1%
+69.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -2.7% |
| 7D | +16.6% | -5.4% | +22.0% | +17.3% |
| 30D | +0.5% | +6.6% | -6.2% | -0.2% |
| 3M | -3.6% | +8.2% | -11.8% | -4.7% |
| 6M | +328.0% | -29.3% | +357.3% | +340.0% |
| YTD | +297.8% | -7.4% | +305.2% | +298.1% |
| 1Y | +339.4% | +7.9% | +331.5% | +333.3% |
| 3Y | +201.7% | +206.2% | -4.5% | +171.1% |
| 5Y | +32.8% | +397.6% | -364.8% | +14.8% |
| 10Y | +274.8% | +383.4% | -108.6% | +219.2% |
| All | +270.8% | +201.1% | +69.7% | +189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling