+297.0%
MXL vs AU
+42.5%
+254.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +8.0% | -19.1% | -13.9% |
| 7D | -24.3% | +0.8% | -25.1% | -24.8% |
| 30D | -46.1% | -7.0% | -39.2% | -44.7% |
| 3M | -21.8% | +8.5% | -30.4% | -24.2% |
| 6M | -27.2% | -1.3% | -26.0% | -27.1% |
| YTD | +226.2% | +6.8% | +219.4% | +213.8% |
| 1Y | +297.0% | +44.6% | +252.4% | +243.2% |
| All | +297.0% | +42.5% | +254.5% | +243.2% |
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