+34.8%
MXL vs APD
+25.2%
+9.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.4% | +8.0% |
| 7D | +19.0% | -4.6% | +23.6% | +21.7% |
| 30D | +4.5% | -4.2% | +8.7% | +6.5% |
| 3M | -1.5% | +5.0% | -6.5% | -5.1% |
| 6M | +348.6% | +8.9% | +339.7% | +320.8% |
| YTD | +310.3% | +21.9% | +288.4% | +256.6% |
| 1Y | +344.7% | +5.6% | +339.2% | +318.9% |
| 3Y | +211.2% | +6.9% | +204.3% | +184.7% |
| 5Y | +34.8% | +25.3% | +9.5% | -4.2% |
| All | +34.8% | +25.2% | +9.6% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling