+255.6%
MXL vs AME
+1,382.4%
-1,126.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | 0.0% | +6.0% | +6.0% |
| 7D | +15.5% | +2.8% | +12.7% | +12.8% |
| 30D | -11.3% | -6.3% | -5.0% | -5.9% |
| 3M | -16.1% | +5.4% | -21.5% | -18.4% |
| 6M | +323.0% | +7.4% | +315.6% | +301.0% |
| YTD | +281.5% | +16.2% | +265.4% | +239.6% |
| 1Y | +319.3% | +26.8% | +292.5% | +247.3% |
| 3Y | +189.4% | +57.5% | +131.9% | +96.4% |
| 5Y | +26.0% | +84.8% | -58.9% | -23.5% |
| 10Y | +243.5% | +424.3% | -180.8% | -6.2% |
| All | +255.6% | +1,382.4% | -1,126.7% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling