+289.8%
MXL vs GH
+467.1%
-177.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.6% | +7.8% |
| 7D | +18.9% | -2.5% | +21.4% | +19.7% |
| 30D | +0.3% | -4.7% | +5.0% | +1.5% |
| 3M | -8.0% | +20.2% | -28.3% | -13.3% |
| 6M | +341.2% | +78.8% | +262.5% | +268.2% |
| YTD | +327.8% | +54.1% | +273.7% | +271.1% |
| 1Y | +364.9% | +177.1% | +187.8% | +234.3% |
| 3Y | +229.2% | +371.6% | -142.4% | +86.2% |
| 5Y | +42.8% | +21.9% | +20.9% | +7.9% |
| All | +289.8% | +467.1% | -177.3% | +116.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling