+302.4%
MXL vs APA
-2.4%
+304.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.1% | +7.4% |
| 7D | +18.9% | +4.6% | +14.3% | +17.5% |
| 30D | +0.3% | +11.9% | -11.6% | -3.0% |
| 3M | -8.0% | +22.5% | -30.5% | -14.2% |
| 6M | +341.2% | +37.5% | +303.7% | +291.7% |
| YTD | +327.8% | +87.2% | +240.7% | +243.9% |
| 1Y | +364.9% | +101.4% | +263.5% | +264.0% |
| 3Y | +229.2% | +16.9% | +212.3% | +190.7% |
| 5Y | +42.8% | +178.4% | -135.7% | -1.6% |
| All | +302.4% | -2.4% | +304.8% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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