+274.2%
MXL vs APD
+168.7%
+105.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | +16.6% | -3.5% | +20.1% | +19.1% |
| 30D | +0.5% | -5.1% | +5.5% | +3.5% |
| 3M | -3.6% | +6.9% | -10.5% | -8.8% |
| 6M | +328.0% | +8.1% | +320.0% | +298.9% |
| YTD | +297.8% | +21.2% | +276.6% | +238.6% |
| 1Y | +339.4% | +4.9% | +334.6% | +308.1% |
| 3Y | +201.7% | +6.3% | +195.4% | +166.3% |
| 5Y | +32.8% | +24.3% | +8.5% | +2.6% |
| All | +274.2% | +168.7% | +105.5% | +75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling