+297.0%
MXL vs AS
+3.3%
+293.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +5.1% | -16.2% | -11.8% |
| 7D | -24.3% | +13.8% | -38.1% | -26.2% |
| 30D | -46.1% | +16.7% | -62.8% | -47.7% |
| 3M | -21.8% | -11.5% | -10.3% | -20.3% |
| 6M | -27.2% | -5.5% | -21.7% | -28.6% |
| YTD | +226.2% | -14.2% | +240.4% | +228.9% |
| 1Y | +297.0% | +2.1% | +294.9% | +274.6% |
| All | +297.0% | +3.3% | +293.7% | +274.6% |
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