-28.0%
MXL vs COMP
-17.6%
-10.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +10.7% | +0.3% | +8.7% |
| 7D | -27.1% | +13.4% | -40.6% | -29.0% |
| 30D | -54.2% | +11.1% | -65.3% | -55.3% |
| 3M | -29.9% | -18.8% | -11.1% | -27.2% |
| 6M | -39.5% | +10.5% | -50.0% | -41.7% |
| YTD | +182.2% | -3.4% | +185.6% | +173.4% |
| 1Y | +231.8% | +19.7% | +212.2% | +206.0% |
| 3Y | +195.9% | +381.6% | -185.7% | +78.8% |
| All | -28.0% | -17.6% | -10.4% | -37.6% |
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 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