+303.5%
MXL vs AR
+22.7%
+280.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.5% |
| 7D | +1.6% | +2.5% | -0.9% | +1.6% |
| 30D | -7.0% | +14.8% | -21.8% | -7.3% |
| 3M | -33.4% | +6.2% | -39.6% | -33.3% |
| 6M | +260.2% | +4.3% | +255.9% | +258.1% |
| YTD | +260.0% | +14.4% | +245.6% | +248.2% |
| 1Y | +303.5% | +21.3% | +282.1% | +287.1% |
| All | +303.5% | +22.7% | +280.8% | +287.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling