+215.7%
MXL vs AR
+44.6%
+171.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.4% | +7.5% |
| 7D | +19.0% | -1.2% | +20.2% | +19.5% |
| 30D | +4.5% | +5.5% | -1.0% | +1.9% |
| 3M | -1.5% | +12.9% | -14.4% | -7.6% |
| 6M | +348.6% | +0.1% | +348.5% | +339.0% |
| YTD | +310.3% | +13.5% | +296.7% | +271.0% |
| 1Y | +344.7% | +21.6% | +323.1% | +284.1% |
| All | +215.7% | +44.6% | +171.1% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling