+218.4%
MXL vs AS
+125.3%
+93.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.7% |
| 7D | +33.1% | -3.6% | +36.7% | +34.7% |
| 30D | -33.5% | +3.4% | -36.9% | -34.3% |
| 3M | -20.7% | -8.6% | -12.1% | -18.7% |
| 6M | -35.9% | -10.0% | -25.8% | -35.1% |
| YTD | +238.3% | -19.2% | +257.4% | +253.9% |
| 1Y | +296.2% | -3.8% | +300.0% | +287.1% |
| All | +218.4% | +125.3% | +93.1% | +162.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling