+235.5%
MXL vs GD
+584.7%
-349.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +6.7% |
| 7D | +1.6% | -5.3% | +6.9% | +5.3% |
| 30D | -7.0% | -6.4% | -0.6% | -3.0% |
| 3M | -33.4% | +5.7% | -39.1% | -37.0% |
| 6M | +260.2% | -0.9% | +261.1% | +255.1% |
| YTD | +260.0% | +8.2% | +251.8% | +231.4% |
| 1Y | +303.5% | +13.4% | +290.0% | +258.9% |
| 3Y | +160.4% | +68.5% | +91.9% | +67.1% |
| 5Y | +14.7% | +97.2% | -82.5% | -35.5% |
| 10Y | +215.6% | +190.2% | +25.4% | +24.7% |
| All | +235.5% | +584.7% | -349.2% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling