+165.6%
MXL vs AS
+134.9%
+30.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.5% | +10.5% | +10.8% |
| 7D | -27.1% | +6.9% | -34.0% | -28.8% |
| 30D | -54.2% | +16.0% | -70.2% | -56.6% |
| 3M | -29.9% | -12.8% | -17.1% | -27.1% |
| 6M | -39.5% | -15.4% | -24.1% | -37.2% |
| YTD | +182.2% | -15.7% | +197.9% | +191.1% |
| 1Y | +231.8% | +6.1% | +225.8% | +212.7% |
| All | +165.6% | +134.9% | +30.7% | +115.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling