+40.4%
MXL vs GH
+20.8%
+19.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.6% | +7.9% |
| 7D | +18.9% | -2.5% | +21.4% | +19.8% |
| 30D | +0.3% | -4.7% | +5.0% | +1.5% |
| 3M | -8.0% | +20.2% | -28.3% | -13.4% |
| 6M | +341.2% | +78.8% | +262.5% | +266.7% |
| YTD | +327.8% | +54.1% | +273.7% | +269.8% |
| 1Y | +364.9% | +177.1% | +187.8% | +231.8% |
| 3Y | +229.2% | +371.6% | -142.4% | +84.5% |
| All | +40.4% | +20.8% | +19.6% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling