+156.7%
MXL vs GD
+185.2%
-28.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.3% | +11.4% | +12.4% |
| 7D | -8.8% | -3.0% | -5.8% | -6.6% |
| 30D | -41.9% | +9.3% | -51.2% | -44.9% |
| 3M | -25.4% | -7.2% | -18.2% | -22.5% |
| 6M | -44.0% | +5.5% | -49.4% | -47.1% |
| YTD | +220.8% | +9.5% | +211.3% | +193.7% |
| 1Y | +278.8% | +6.4% | +272.4% | +253.5% |
| 3Y | +249.4% | +59.8% | +189.6% | +140.3% |
| 5Y | -17.3% | +98.0% | -115.3% | -52.3% |
| 10Y | +156.7% | +177.4% | -20.7% | +41.5% |
| All | +156.7% | +185.2% | -28.5% | +41.5% |
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