+229.2%
MXL vs AUR
+84.2%
+145.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +6.0% | +7.1% |
| 7D | +18.9% | +1.4% | +17.4% | +18.4% |
| 30D | +0.3% | -6.4% | +6.7% | +2.6% |
| 3M | -8.0% | +7.7% | -15.7% | -8.9% |
| 6M | +341.2% | +44.5% | +296.7% | +293.7% |
| YTD | +327.8% | +67.4% | +260.4% | +265.0% |
| 1Y | +364.9% | +15.4% | +349.5% | +336.4% |
| 3Y | +229.2% | +94.8% | +134.4% | +106.6% |
| All | +229.2% | +84.2% | +145.0% | +106.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling