+297.0%
MXL vs AR
+14.7%
+282.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -6.3% | -4.9% | -12.0% |
| 7D | -24.3% | -11.1% | -13.2% | -25.8% |
| 30D | -46.1% | +7.9% | -54.0% | -44.7% |
| 3M | -21.8% | +4.9% | -26.7% | -20.1% |
| 6M | -27.2% | -5.3% | -21.9% | -26.0% |
| YTD | +226.2% | +8.6% | +217.5% | +228.9% |
| 1Y | +297.0% | +13.7% | +283.3% | +299.8% |
| All | +297.0% | +14.7% | +282.3% | +299.8% |
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