+26.0%
MXL vs AMC
-99.5%
+125.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.4% | +9.4% | +6.4% |
| 7D | +15.5% | -0.8% | +16.2% | +15.6% |
| 30D | -11.3% | -1.2% | -10.2% | -11.3% |
| 3M | -16.1% | +42.2% | -58.3% | -21.1% |
| 6M | +323.0% | +118.8% | +204.2% | +270.2% |
| YTD | +281.5% | +64.1% | +217.4% | +245.3% |
| 1Y | +319.3% | -9.5% | +328.8% | +308.2% |
| 3Y | +189.4% | -64.3% | +253.7% | +194.5% |
| 5Y | +26.0% | -99.5% | +125.5% | +114.3% |
| All | +26.0% | -99.5% | +125.5% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 5y: compounded portfolio wealth divided by compounded AMC 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…
5y analysis · Full analysis span regression · 6 months rolling