+178.8%
MXL vs GD
+165.4%
+13.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.0% |
| 7D | +33.1% | +1.9% | +31.2% | +31.7% |
| 30D | -33.5% | +9.2% | -42.7% | -36.9% |
| 3M | -20.7% | -7.5% | -13.2% | -17.4% |
| 6M | -35.9% | +5.8% | -41.6% | -39.5% |
| YTD | +238.3% | +9.8% | +228.5% | +208.9% |
| 1Y | +296.2% | +5.8% | +290.5% | +271.1% |
| 3Y | +254.1% | +58.0% | +196.1% | +144.8% |
| 5Y | -14.1% | +100.4% | -114.6% | -51.0% |
| All | +178.8% | +165.4% | +13.3% | +41.0% |
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