+257.8%
MXL vs GD
+58.0%
+199.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.4% |
| 7D | +33.1% | +1.9% | +31.2% | +32.6% |
| 30D | -33.5% | +9.2% | -42.7% | -34.3% |
| 3M | -20.7% | -7.5% | -13.2% | -18.7% |
| 6M | -35.9% | +5.8% | -41.6% | -37.3% |
| YTD | +238.3% | +9.8% | +228.5% | +222.9% |
| 1Y | +296.2% | +5.8% | +290.5% | +284.1% |
| All | +257.8% | +58.0% | +199.7% | +218.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling