+270.8%
MXL vs AU
+244.0%
+26.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.2% | -2.5% |
| 7D | +16.6% | -7.0% | +23.6% | +17.7% |
| 30D | +0.5% | +7.3% | -6.8% | -0.6% |
| 3M | -3.6% | +33.2% | -36.8% | -7.4% |
| 6M | +328.0% | -0.6% | +328.6% | +324.9% |
| YTD | +297.8% | +26.2% | +271.7% | +283.5% |
| 1Y | +339.4% | +68.3% | +271.2% | +309.4% |
| 3Y | +201.7% | +592.1% | -390.4% | +135.8% |
| 5Y | +32.8% | +685.3% | -652.5% | +1.0% |
| 10Y | +274.8% | +682.5% | -407.7% | +180.6% |
| All | +270.8% | +244.0% | +26.8% | +210.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling