+159.9%
MXL vs GD
+180.8%
-20.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -4.6% |
| 7D | -15.9% | -1.9% | -14.0% | -14.5% |
| 30D | -44.0% | +10.9% | -54.9% | -47.4% |
| 3M | -21.3% | -6.8% | -14.6% | -18.4% |
| 6M | -46.1% | +7.0% | -53.1% | -49.5% |
| YTD | +208.8% | +11.1% | +197.7% | +180.0% |
| 1Y | +255.5% | +7.0% | +248.5% | +230.6% |
| 3Y | +223.3% | +59.9% | +163.4% | +121.9% |
| 5Y | -18.1% | +102.5% | -120.6% | -53.6% |
| 10Y | +159.9% | +174.0% | -14.1% | +32.1% |
| All | +159.9% | +180.8% | -20.9% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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