+297.0%
MXL vs COMP
+23.8%
+273.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +7.7% | -18.9% | -11.9% |
| 7D | -24.3% | +9.5% | -33.8% | -25.2% |
| 30D | -46.1% | +8.1% | -54.2% | -46.7% |
| 3M | -21.8% | -16.3% | -5.5% | -20.3% |
| 6M | -27.2% | +42.2% | -69.4% | -31.1% |
| YTD | +226.2% | -5.0% | +231.2% | +229.4% |
| 1Y | +297.0% | +20.1% | +276.9% | +256.7% |
| All | +297.0% | +23.8% | +273.2% | +256.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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