+171.5%
MXL vs COMP
+225.1%
-53.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.4% |
| 7D | +1.6% | +1.4% | +0.3% | +1.4% |
| 30D | -7.0% | -13.3% | +6.3% | -4.8% |
| 3M | -33.4% | +41.1% | -74.5% | -37.6% |
| 6M | +260.2% | +17.2% | +243.0% | +244.0% |
| YTD | +260.0% | +5.2% | +254.8% | +248.3% |
| 1Y | +303.5% | +18.9% | +284.5% | +278.0% |
| All | +171.5% | +225.1% | -53.7% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling