+201.9%
MXL vs AS
+142.2%
+59.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.1% | +10.5% | +12.6% |
| 7D | -8.8% | +5.8% | -14.7% | -10.5% |
| 30D | -41.9% | +15.4% | -57.2% | -44.7% |
| 3M | -25.4% | -11.9% | -13.5% | -22.6% |
| 6M | -44.0% | -9.9% | -34.1% | -43.1% |
| YTD | +220.8% | -13.1% | +233.9% | +227.9% |
| 1Y | +278.8% | +9.9% | +268.9% | +253.0% |
| All | +201.9% | +142.2% | +59.7% | +142.8% |
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