+255.6%
MXL vs GAP
+59.1%
+196.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.2% | +6.2% | +6.1% |
| 7D | +15.5% | +1.7% | +13.7% | +14.9% |
| 30D | -11.3% | +9.3% | -20.6% | -14.5% |
| 3M | -16.1% | +6.1% | -22.2% | -19.3% |
| 6M | +323.0% | -2.3% | +325.3% | +314.2% |
| YTD | +281.5% | -10.6% | +292.1% | +282.6% |
| 1Y | +319.3% | -4.4% | +323.7% | +311.0% |
| 3Y | +189.4% | +118.3% | +71.1% | +102.8% |
| 5Y | +26.0% | +12.2% | +13.8% | +1.9% |
| 10Y | +243.5% | +33.7% | +209.8% | +110.3% |
| All | +255.6% | +59.1% | +196.5% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling