+622.5%
MXL vs AR
-28.5%
+651.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | +33.1% | +6.4% | +26.7% | +31.3% |
| 30D | -33.5% | +3.1% | -36.6% | -33.8% |
| 3M | -20.7% | +3.3% | -24.0% | -21.5% |
| 6M | -35.9% | +6.6% | -42.4% | -37.3% |
| YTD | +238.3% | +12.3% | +225.9% | +223.6% |
| 1Y | +296.2% | +12.3% | +283.9% | +278.9% |
| 3Y | +254.1% | +50.4% | +203.7% | +221.3% |
| 5Y | -14.1% | +101.0% | -115.1% | -28.4% |
| 10Y | +178.1% | +57.5% | +120.6% | +90.5% |
| All | +622.5% | -28.5% | +651.1% | +487.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling