-19.1%
MXL vs COMP
-10.9%
-8.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.8% |
| 7D | +13.4% | 0.0% | +13.4% | +13.6% |
| 30D | -29.2% | +16.6% | -45.8% | -31.6% |
| 3M | -27.2% | -23.5% | -3.7% | -23.3% |
| 6M | -36.4% | +25.7% | -62.2% | -40.4% |
| YTD | +220.0% | -3.4% | +223.4% | +210.5% |
| 1Y | +304.8% | +7.6% | +297.2% | +282.9% |
| 3Y | +238.5% | +423.6% | -185.1% | +100.2% |
| All | -19.1% | -10.9% | -8.2% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling