+298.8%
MXL vs AZO
+1,550.2%
-1,251.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.7% | +7.6% |
| 7D | +18.9% | -3.6% | +22.4% | +20.4% |
| 30D | +0.3% | -5.6% | +5.9% | +2.2% |
| 3M | -8.0% | -6.6% | -1.4% | -7.4% |
| 6M | +341.2% | -22.5% | +363.8% | +377.4% |
| YTD | +327.8% | -15.2% | +343.0% | +342.5% |
| 1Y | +364.9% | -33.9% | +398.8% | +433.9% |
| 3Y | +229.2% | +11.8% | +217.4% | +178.6% |
| 5Y | +42.8% | +85.5% | -42.8% | -10.5% |
| 10Y | +303.1% | +298.2% | +4.9% | +68.3% |
| All | +298.8% | +1,550.2% | -1,251.4% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling