+303.5%
MXL vs GH
+169.0%
+134.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.5% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | -7.0% | -1.1% | -5.9% | -6.9% |
| 3M | -33.4% | +21.3% | -54.7% | -36.1% |
| 6M | +260.2% | +73.5% | +186.6% | +217.8% |
| YTD | +260.0% | +58.0% | +201.9% | +222.5% |
| 1Y | +303.5% | +163.1% | +140.4% | +242.0% |
| All | +303.5% | +169.0% | +134.5% | +242.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling