+40.4%
MXL vs AU
+686.2%
-645.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.5% | +7.0% | +7.4% |
| 7D | +18.9% | -4.3% | +23.1% | +19.9% |
| 30D | +0.3% | +7.3% | -7.0% | -1.4% |
| 3M | -8.0% | +26.3% | -34.4% | -13.1% |
| 6M | +341.2% | +1.8% | +339.5% | +332.9% |
| YTD | +327.8% | +26.8% | +301.0% | +302.1% |
| 1Y | +364.9% | +66.7% | +298.2% | +315.6% |
| 3Y | +229.2% | +579.1% | -349.8% | +119.7% |
| All | +40.4% | +686.2% | -645.8% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling