+303.5%
MXL vs AU
+100.5%
+203.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.9% | +6.3% |
| 7D | +1.6% | -3.6% | +5.3% | +2.8% |
| 30D | -7.0% | +23.9% | -30.9% | -13.7% |
| 3M | -33.4% | +19.1% | -52.5% | -37.9% |
| 6M | +260.2% | -0.2% | +260.3% | +250.1% |
| YTD | +260.0% | +32.5% | +227.5% | +218.7% |
| 1Y | +303.5% | +96.9% | +206.5% | +214.5% |
| All | +303.5% | +100.5% | +203.0% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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