+263.8%
MXL vs APD
+29.2%
+234.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.9% | +10.4% | +11.1% |
| 7D | +5.5% | -1.2% | +6.6% | +6.0% |
| 30D | -32.6% | +11.0% | -43.7% | -34.6% |
| 3M | -13.1% | +2.6% | -15.7% | -13.8% |
| 6M | -41.4% | +4.8% | -46.2% | -42.8% |
| YTD | +243.9% | +31.0% | +213.0% | +206.4% |
| 1Y | +305.1% | +23.4% | +281.7% | +268.6% |
| All | +263.8% | +29.2% | +234.6% | +243.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling