-19.1%
MXL vs AMC
-99.2%
+80.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.7% | -5.1% |
| 7D | +13.4% | +3.5% | +9.9% | +13.0% |
| 30D | -29.2% | +12.5% | -41.7% | -29.9% |
| 3M | -27.2% | +23.6% | -50.8% | -28.9% |
| 6M | -36.4% | +144.4% | -180.8% | -44.1% |
| YTD | +220.0% | +108.3% | +111.7% | +183.4% |
| 1Y | +304.8% | +38.9% | +265.9% | +276.5% |
| 3Y | +238.5% | -58.9% | +297.3% | +243.4% |
| All | -19.1% | -99.2% | +80.1% | +25.7% |
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