+53.0%
MXL vs COMP
-49.2%
+102.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +5.7% | +8.0% | +12.5% |
| 7D | -8.8% | +14.5% | -23.4% | -11.2% |
| 30D | -41.9% | +14.9% | -56.8% | -43.6% |
| 3M | -25.4% | -14.2% | -11.2% | -23.3% |
| 6M | -44.0% | +23.7% | -67.7% | -47.3% |
| YTD | +220.8% | +2.1% | +218.7% | +207.4% |
| 1Y | +278.8% | +26.2% | +252.6% | +245.6% |
| 3Y | +249.4% | +470.9% | -221.5% | +103.3% |
| 5Y | -17.3% | -14.0% | -3.3% | -29.7% |
| All | +53.0% | -49.2% | +102.2% | +46.8% |
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