+269.3%
MXL vs COMP
+25.5%
+243.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +5.7% | +8.0% | +12.7% |
| 7D | -8.8% | +14.5% | -23.4% | -10.3% |
| 30D | -41.9% | +14.9% | -56.8% | -42.9% |
| 3M | -25.4% | -14.2% | -11.2% | -24.3% |
| 6M | -44.0% | +23.7% | -67.7% | -45.5% |
| YTD | +220.8% | +2.1% | +218.7% | +222.5% |
| All | +269.3% | +25.5% | +243.8% | +252.6% |
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