+303.5%
MXL vs AUR
+11.8%
+291.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +1.6% | +8.7% | -7.1% | -2.9% |
| 30D | -7.0% | -5.2% | -1.8% | -4.1% |
| 3M | -33.4% | -7.3% | -26.1% | -30.1% |
| 6M | +260.2% | +41.2% | +219.0% | +189.6% |
| YTD | +260.0% | +65.1% | +194.8% | +160.0% |
| 1Y | +303.5% | +13.4% | +290.1% | +254.9% |
| All | +303.5% | +11.8% | +291.7% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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