+364.9%
MXL vs GAP
-7.6%
+372.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.9% | +4.7% | +7.2% |
| 7D | +18.9% | -4.1% | +23.0% | +19.4% |
| 30D | +0.3% | +6.2% | -5.9% | -0.8% |
| 3M | -8.0% | -0.7% | -7.4% | -7.4% |
| 6M | +341.2% | -7.1% | +348.4% | +347.3% |
| YTD | +327.8% | -14.1% | +341.9% | +342.9% |
| 1Y | +364.9% | -8.5% | +373.4% | +338.4% |
| All | +364.9% | -7.6% | +372.5% | +338.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling