+302.4%
MXL vs GAP
+31.2%
+271.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.9% | +4.7% | +6.7% |
| 7D | +18.9% | -4.1% | +23.0% | +20.2% |
| 30D | +0.3% | +6.2% | -5.9% | -2.1% |
| 3M | -8.0% | -0.7% | -7.4% | -9.8% |
| 6M | +341.2% | -7.1% | +348.4% | +338.7% |
| YTD | +327.8% | -14.1% | +341.9% | +334.0% |
| 1Y | +364.9% | -8.5% | +373.4% | +361.6% |
| 3Y | +229.2% | +115.4% | +113.9% | +133.3% |
| 5Y | +42.8% | +9.8% | +32.9% | +16.3% |
| All | +302.4% | +31.2% | +271.2% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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