+475.3%
MXL vs GLXY
+7.0%
+468.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -7.0% | +14.6% | +9.9% |
| 7D | +19.0% | +4.5% | +14.5% | +16.5% |
| 30D | +4.5% | +28.8% | -24.4% | -5.2% |
| 3M | -1.5% | -23.0% | +21.5% | +4.8% |
| 6M | +348.6% | +17.0% | +331.6% | +319.7% |
| YTD | +310.3% | +12.5% | +297.8% | +277.4% |
| 1Y | +344.7% | -5.4% | +350.1% | +333.8% |
| All | +475.3% | +7.0% | +468.3% | +438.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling