+263.8%
MXL vs COO
-23.7%
+287.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.0% | +12.4% | +11.5% |
| 7D | +5.5% | -2.3% | +7.8% | +5.8% |
| 30D | -32.6% | +13.3% | -45.9% | -34.3% |
| 3M | -13.1% | -18.1% | +4.9% | -9.3% |
| 6M | -41.4% | +6.7% | -48.1% | -45.1% |
| YTD | +243.9% | -23.2% | +267.2% | +277.7% |
| 1Y | +305.1% | -12.3% | +317.3% | +313.1% |
| All | +263.8% | -23.7% | +287.5% | +279.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling