+269.3%
MXL vs AS
+8.1%
+261.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.1% | +10.5% | +13.1% |
| 7D | -8.8% | +5.8% | -14.7% | -9.5% |
| 30D | -41.9% | +15.4% | -57.2% | -43.2% |
| 3M | -25.4% | -11.9% | -13.5% | -23.9% |
| 6M | -44.0% | -9.9% | -34.1% | -43.4% |
| YTD | +220.8% | -13.1% | +233.9% | +222.4% |
| All | +269.3% | +8.1% | +261.2% | +250.9% |
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