+593.3%
MXL vs AMC
-98.1%
+691.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.3% | +1.2% | +5.3% |
| 7D | +1.6% | +2.3% | -0.7% | +1.5% |
| 30D | -7.0% | -0.7% | -6.2% | -7.0% |
| 3M | -33.4% | +35.2% | -68.6% | -34.9% |
| 6M | +260.2% | +124.6% | +135.6% | +240.5% |
| YTD | +260.0% | +69.9% | +190.1% | +244.9% |
| 1Y | +303.5% | -2.6% | +306.0% | +297.4% |
| 3Y | +160.4% | -79.8% | +240.2% | +167.3% |
| 5Y | +14.7% | -99.4% | +114.1% | +30.2% |
| 10Y | +215.6% | -98.9% | +314.5% | +253.5% |
| All | +593.3% | -98.1% | +691.3% | +446.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling