+198.3%
MXL vs APD
+594.0%
-395.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +13.4% | +3.8% | +9.6% | +10.9% |
| 30D | -29.2% | +8.2% | -37.4% | -32.8% |
| 3M | -27.2% | +4.3% | -31.5% | -29.5% |
| 6M | -36.4% | +4.7% | -41.1% | -39.3% |
| YTD | +220.0% | +31.5% | +188.5% | +157.3% |
| 1Y | +304.8% | +23.5% | +281.2% | +236.8% |
| 3Y | +238.5% | +29.1% | +209.4% | +162.4% |
| 5Y | -18.8% | +15.9% | -34.7% | -33.0% |
| 10Y | +163.1% | +191.9% | -28.8% | +9.3% |
| All | +198.3% | +594.0% | -395.7% | -41.2% |
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 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