+293.1%
MXL vs AHR
+360.2%
-67.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.1% |
| 7D | +16.6% | -3.0% | +19.7% | +16.8% |
| 30D | +0.5% | +2.6% | -2.1% | +0.3% |
| 3M | -3.6% | +16.0% | -19.6% | -6.8% |
| 6M | +328.0% | +3.1% | +324.9% | +323.8% |
| YTD | +297.8% | +16.0% | +281.8% | +281.7% |
| 1Y | +339.4% | +28.0% | +311.5% | +309.2% |
| All | +293.1% | +360.2% | -67.1% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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