+81.9%
MXL vs COMP
-49.4%
+131.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.3% | +9.3% | +6.7% |
| 7D | +15.5% | +4.1% | +11.4% | +14.4% |
| 30D | -11.3% | -14.5% | +3.2% | -8.5% |
| 3M | -16.1% | +41.8% | -57.9% | -22.9% |
| 6M | +323.0% | +23.6% | +299.5% | +293.1% |
| YTD | +281.5% | +1.7% | +279.8% | +267.0% |
| 1Y | +319.3% | +12.6% | +306.7% | +290.0% |
| 3Y | +189.4% | +221.9% | -32.5% | +92.7% |
| 5Y | +26.0% | -28.1% | +54.1% | +12.0% |
| All | +81.9% | -49.4% | +131.4% | +75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling