+238.5%
MXL vs AME
+64.2%
+174.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.9% |
| 7D | +13.4% | +5.9% | +7.5% | +6.5% |
| 30D | -29.2% | -1.9% | -27.3% | -25.8% |
| 3M | -27.2% | -5.4% | -21.9% | -20.1% |
| 6M | -36.4% | +4.9% | -41.3% | -35.5% |
| YTD | +220.0% | +18.5% | +201.6% | +189.8% |
| 1Y | +304.8% | +25.5% | +279.3% | +249.1% |
| 3Y | +238.5% | +63.0% | +175.4% | +159.2% |
| All | +238.5% | +64.2% | +174.2% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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