-14.5%
MXL vs GEN
+30.2%
-44.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.8% |
| 7D | +33.1% | -3.0% | +36.0% | +34.1% |
| 30D | -33.5% | +24.7% | -58.2% | -38.5% |
| 3M | -20.7% | +4.1% | -24.8% | -23.3% |
| 6M | -35.9% | +36.0% | -71.9% | -47.5% |
| YTD | +238.3% | +10.9% | +227.4% | +204.1% |
| 1Y | +296.2% | +12.2% | +284.1% | +254.0% |
| 3Y | +254.1% | +63.3% | +190.8% | +165.1% |
| All | -14.5% | +30.2% | -44.7% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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