+429.7%
MXL vs AMRZ
-20.3%
+450.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.8% |
| 7D | +16.6% | -8.1% | +24.7% | +18.3% |
| 30D | +0.5% | -14.8% | +15.3% | +3.4% |
| 3M | -3.6% | -19.7% | +16.1% | -0.5% |
| 6M | +328.0% | -30.8% | +358.8% | +361.4% |
| YTD | +297.8% | -24.3% | +322.1% | +313.3% |
| 1Y | +339.4% | -24.0% | +363.4% | +337.7% |
| All | +429.7% | -20.3% | +450.0% | +415.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling