+297.0%
MXL vs GLXY
-57.6%
+354.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -17.0% | +5.9% | -3.6% |
| 7D | -24.3% | -26.8% | +2.5% | -13.6% |
| 30D | -46.1% | -38.3% | -7.8% | -33.9% |
| 3M | -21.8% | -36.9% | +15.1% | -6.4% |
| 6M | -27.2% | -52.1% | +24.9% | -5.0% |
| YTD | +226.2% | -37.5% | +263.7% | +272.6% |
| 1Y | +297.0% | -55.2% | +352.2% | +424.7% |
| All | +297.0% | -57.6% | +354.6% | +424.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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