+189.4%
MXL vs APD
+10.0%
+179.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.2% | +7.2% | +6.3% |
| 7D | +15.5% | -2.5% | +18.0% | +16.3% |
| 30D | -11.3% | -1.9% | -9.4% | -11.0% |
| 3M | -16.1% | +8.2% | -24.3% | -18.8% |
| 6M | +323.0% | +10.7% | +312.3% | +304.6% |
| YTD | +281.5% | +22.9% | +258.6% | +249.4% |
| 1Y | +319.3% | +5.8% | +313.5% | +307.7% |
| 3Y | +189.4% | +7.8% | +181.6% | +182.5% |
| All | +189.4% | +10.0% | +179.4% | +182.5% |
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