+223.7%
MXL vs AS
+131.9%
+91.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -2.4% | +13.8% | +12.2% |
| 7D | +5.5% | -3.0% | +8.5% | +6.8% |
| 30D | -32.6% | +9.6% | -42.2% | -34.8% |
| 3M | -13.1% | -8.2% | -5.0% | -11.2% |
| 6M | -41.4% | -9.9% | -31.5% | -40.6% |
| YTD | +243.9% | -16.8% | +260.7% | +256.4% |
| 1Y | +305.1% | +3.0% | +302.1% | +285.9% |
| All | +223.7% | +131.9% | +91.8% | +164.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling