+302.4%
MXL vs AZO
+296.8%
+5.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.7% | +7.6% |
| 7D | +18.9% | -3.6% | +22.4% | +20.2% |
| 30D | +0.3% | -5.6% | +5.9% | +1.9% |
| 3M | -8.0% | -6.6% | -1.4% | -7.4% |
| 6M | +341.2% | -22.5% | +363.8% | +373.2% |
| YTD | +327.8% | -15.2% | +343.0% | +340.8% |
| 1Y | +364.9% | -33.9% | +398.8% | +426.8% |
| 3Y | +229.2% | +11.8% | +217.4% | +180.7% |
| 5Y | +42.8% | +85.5% | -42.8% | -8.7% |
| All | +302.4% | +296.8% | +5.6% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling