+302.9%
MXL vs GD
+6.2%
+296.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.1% | +11.4% | +11.4% |
| 7D | +5.5% | +0.6% | +4.8% | +5.3% |
| 30D | -32.6% | +9.5% | -42.1% | -31.3% |
| 3M | -13.1% | -5.8% | -7.3% | -11.1% |
| 6M | -41.4% | +7.7% | -49.1% | -41.5% |
| YTD | +243.9% | +11.1% | +232.9% | +220.2% |
| All | +302.9% | +6.2% | +296.6% | +289.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling