+195.9%
MXL vs GD
+54.3%
+141.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.6% | +11.1% |
| 7D | -27.1% | -5.0% | -22.1% | -26.4% |
| 30D | -54.2% | +8.9% | -63.1% | -54.8% |
| 3M | -29.9% | -8.0% | -21.9% | -28.2% |
| 6M | -39.5% | +2.9% | -42.4% | -40.5% |
| YTD | +182.2% | +7.1% | +175.1% | +170.4% |
| 1Y | +231.8% | +5.9% | +225.9% | +219.6% |
| 3Y | +195.9% | +53.9% | +142.1% | +150.9% |
| All | +195.9% | +54.3% | +141.6% | +150.9% |
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