+457.8%
MXL vs GLXY
+2.7%
+455.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.0% | -1.6% |
| 7D | +16.6% | -8.9% | +25.6% | +20.1% |
| 30D | +0.5% | +19.9% | -19.4% | -6.5% |
| 3M | -3.6% | -20.0% | +16.3% | +2.0% |
| 6M | +328.0% | +10.5% | +317.5% | +307.8% |
| YTD | +297.8% | +7.9% | +289.9% | +271.2% |
| 1Y | +339.4% | -7.5% | +346.9% | +333.2% |
| All | +457.8% | +2.7% | +455.2% | +429.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling