+303.5%
MXL vs COO
+4.1%
+299.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +5.0% |
| 7D | +1.6% | -2.2% | +3.9% | +0.8% |
| 30D | -7.0% | -7.0% | 0.0% | -9.1% |
| 3M | -33.4% | +12.2% | -45.6% | -32.7% |
| 6M | +260.2% | -15.1% | +275.3% | +332.7% |
| YTD | +260.0% | -15.1% | +275.0% | +332.5% |
| 1Y | +303.5% | +2.3% | +301.1% | +320.6% |
| All | +303.5% | +4.1% | +299.3% | +320.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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