+235.5%
MXL vs APA
-42.2%
+277.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.2% | +8.7% | +6.5% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | -7.0% | +23.4% | -30.4% | -13.4% |
| 3M | -33.4% | +12.7% | -46.1% | -36.6% |
| 6M | +260.2% | +39.4% | +220.7% | +214.7% |
| YTD | +260.0% | +79.0% | +181.0% | +188.7% |
| 1Y | +303.5% | +88.8% | +214.6% | +215.9% |
| 3Y | +160.4% | +6.4% | +154.1% | +135.3% |
| 5Y | +14.7% | +153.0% | -138.3% | -22.1% |
| 10Y | +215.6% | +7.5% | +208.0% | +106.2% |
| All | +235.5% | -42.2% | +277.7% | +175.2% |
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