+303.5%
MXL vs AS
-21.9%
+325.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.6% | +2.0% | +4.7% |
| 7D | +1.6% | -4.9% | +6.5% | +2.8% |
| 30D | -7.0% | -19.6% | +12.6% | -2.3% |
| 3M | -33.4% | -14.4% | -19.0% | -32.1% |
| 6M | +260.2% | -20.1% | +280.3% | +274.3% |
| YTD | +260.0% | -20.9% | +280.9% | +272.4% |
| 1Y | +303.5% | -21.9% | +325.3% | +303.0% |
| All | +303.5% | -21.9% | +325.4% | +303.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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