+229.2%
MXL vs AMCR
+6.5%
+222.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.6% | +9.1% | +7.8% |
| 7D | +18.9% | -6.3% | +25.1% | +20.0% |
| 30D | +0.3% | -7.8% | +8.1% | +1.5% |
| 3M | -8.0% | +7.5% | -15.6% | -11.4% |
| 6M | +341.2% | +2.7% | +338.6% | +332.0% |
| YTD | +327.8% | +6.0% | +321.8% | +311.0% |
| 1Y | +364.9% | +7.8% | +357.1% | +342.3% |
| 3Y | +229.2% | +5.8% | +223.4% | +224.7% |
| All | +229.2% | +6.5% | +222.8% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling