-19.1%
MXL vs GD
+99.6%
-118.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +13.4% | +2.7% | +10.8% | +12.4% |
| 30D | -29.2% | +8.6% | -37.8% | -31.2% |
| 3M | -27.2% | -7.1% | -20.2% | -25.0% |
| 6M | -36.4% | +7.5% | -43.9% | -39.3% |
| YTD | +220.0% | +9.9% | +210.1% | +200.0% |
| 1Y | +304.8% | +7.6% | +297.2% | +283.7% |
| 3Y | +238.5% | +56.2% | +182.3% | +158.4% |
| All | -19.1% | +99.6% | -118.6% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling