+303.5%
MXL vs APD
+6.0%
+297.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.5% |
| 7D | +1.6% | -2.2% | +3.8% | +1.5% |
| 30D | -7.0% | +2.1% | -9.1% | -6.9% |
| 3M | -33.4% | +7.2% | -40.6% | -34.1% |
| 6M | +260.2% | +11.2% | +248.9% | +255.8% |
| YTD | +260.0% | +24.4% | +235.6% | +256.7% |
| 1Y | +303.5% | +6.7% | +296.8% | +350.1% |
| All | +303.5% | +6.0% | +297.4% | +350.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling