+469.7%
MXL vs AMRZ
-20.1%
+489.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.5% |
| 7D | +18.9% | -7.5% | +26.4% | +20.4% |
| 30D | +0.3% | -12.4% | +12.7% | +2.8% |
| 3M | -8.0% | -22.4% | +14.3% | -4.1% |
| 6M | +341.2% | -29.5% | +370.8% | +373.4% |
| YTD | +327.8% | -24.1% | +352.0% | +344.3% |
| 1Y | +364.9% | -26.3% | +391.2% | +364.5% |
| All | +469.7% | -20.1% | +489.8% | +454.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling