+198.3%
MXL vs APA
-34.2%
+232.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -5.9% |
| 7D | +13.4% | +8.5% | +4.9% | +10.7% |
| 30D | -29.2% | +2.8% | -32.0% | -29.7% |
| 3M | -27.2% | +21.7% | -48.9% | -31.8% |
| 6M | -36.4% | +32.6% | -69.0% | -42.7% |
| YTD | +220.0% | +103.7% | +116.3% | +146.3% |
| 1Y | +304.8% | +101.8% | +203.0% | +212.2% |
| 3Y | +238.5% | +48.1% | +190.4% | +177.0% |
| 5Y | -18.8% | +91.9% | -110.7% | -40.4% |
| 10Y | +163.1% | +8.4% | +154.8% | +74.4% |
| All | +198.3% | -34.2% | +232.5% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling