+32.8%
MXL vs APA
+169.7%
-136.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | +16.6% | +0.8% | +15.8% | +16.3% |
| 30D | +0.5% | +9.6% | -9.2% | -3.0% |
| 3M | -3.6% | +18.0% | -21.6% | -10.5% |
| 6M | +328.0% | +41.9% | +286.2% | +261.2% |
| YTD | +297.8% | +86.3% | +211.5% | +196.1% |
| 1Y | +339.4% | +97.9% | +241.6% | +216.4% |
| 3Y | +201.7% | +12.8% | +189.0% | +154.2% |
| 5Y | +32.8% | +177.2% | -144.4% | -20.7% |
| All | +32.8% | +169.7% | -136.9% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling