+206.1%
MXL vs AME
+54.6%
+151.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.2% |
| 7D | +16.6% | 0.0% | +16.6% | +16.6% |
| 30D | +0.5% | -8.6% | +9.1% | +9.6% |
| 3M | -3.6% | +5.8% | -9.4% | -5.8% |
| 6M | +328.0% | +3.8% | +324.2% | +317.7% |
| YTD | +297.8% | +14.4% | +283.4% | +257.7% |
| 1Y | +339.4% | +25.8% | +313.6% | +265.2% |
| All | +206.1% | +54.6% | +151.5% | +112.0% |
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