+163.7%
MXL vs COO
+41.1%
+122.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.8% |
| 7D | +13.4% | +0.5% | +13.0% | +13.2% |
| 30D | -29.2% | +14.2% | -43.4% | -35.2% |
| 3M | -27.2% | -18.2% | -9.0% | -20.8% |
| 6M | -36.4% | +5.3% | -41.8% | -43.1% |
| YTD | +220.0% | -23.6% | +243.6% | +251.9% |
| 1Y | +304.8% | -12.7% | +317.5% | +303.8% |
| 3Y | +238.5% | -24.2% | +262.7% | +253.5% |
| 5Y | -18.8% | -40.0% | +21.2% | +0.1% |
| All | +163.7% | +41.1% | +122.6% | +90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling