+220.6%
MXL vs APD
+591.0%
-370.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.9% | +10.4% | +10.8% |
| 7D | +5.5% | -1.2% | +6.6% | +6.8% |
| 30D | -32.6% | +11.0% | -43.7% | -37.2% |
| 3M | -13.1% | +2.6% | -15.7% | -15.0% |
| 6M | -41.4% | +4.8% | -46.2% | -44.1% |
| YTD | +243.9% | +31.0% | +213.0% | +177.3% |
| 1Y | +305.1% | +23.4% | +281.7% | +237.1% |
| 3Y | +260.1% | +28.4% | +231.7% | +180.3% |
| 5Y | -12.1% | +15.2% | -27.3% | -27.2% |
| 10Y | +182.8% | +190.7% | -7.9% | +17.8% |
| All | +220.6% | +591.0% | -370.4% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling