+348.8%
MXL vs GLXY
-38.8%
+387.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.3% | -0.1% | -3.2% |
| 7D | +13.4% | +5.3% | +8.1% | +11.4% |
| 30D | -29.2% | -19.8% | -9.4% | -22.4% |
| 3M | -27.2% | -31.4% | +4.1% | -16.3% |
| 6M | -36.4% | -53.3% | +16.9% | -18.3% |
| YTD | +220.0% | -35.7% | +255.7% | +264.0% |
| 1Y | +304.8% | -47.2% | +352.0% | +381.2% |
| All | +348.8% | -38.8% | +387.6% | +419.3% |
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