+247.6%
MXL vs GH
+480.1%
-232.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.3% | +6.3% | +6.1% |
| 7D | +15.5% | -2.1% | +17.6% | +16.2% |
| 30D | -11.3% | -4.5% | -6.9% | -10.3% |
| 3M | -16.1% | +28.9% | -45.0% | -22.6% |
| 6M | +323.0% | +76.5% | +246.5% | +254.1% |
| YTD | +281.5% | +57.6% | +223.9% | +228.8% |
| 1Y | +319.3% | +167.5% | +151.8% | +204.5% |
| 3Y | +189.4% | +377.4% | -188.0% | +63.1% |
| 5Y | +26.0% | +23.8% | +2.2% | -5.2% |
| All | +247.6% | +480.1% | -232.5% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling