+198.3%
MXL vs GEN
+405.5%
-207.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -6.3% |
| 7D | +13.4% | +2.0% | +11.4% | +12.6% |
| 30D | -29.2% | +27.7% | -57.0% | -36.4% |
| 3M | -27.2% | +3.3% | -30.5% | -30.5% |
| 6M | -36.4% | +31.8% | -68.2% | -46.8% |
| YTD | +220.0% | +13.5% | +206.5% | +183.7% |
| 1Y | +304.8% | +16.0% | +288.7% | +255.4% |
| 3Y | +238.5% | +70.6% | +167.9% | +151.8% |
| 5Y | -18.8% | +32.1% | -50.9% | -34.5% |
| 10Y | +163.1% | +153.4% | +9.7% | +47.0% |
| All | +198.3% | +405.5% | -207.2% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling