+229.2%
MXL vs GPN
-27.4%
+256.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.6% | +7.5% |
| 7D | +18.9% | -4.3% | +23.2% | +20.5% |
| 30D | +0.3% | 0.0% | +0.3% | -0.1% |
| 3M | -8.0% | +35.8% | -43.9% | -22.0% |
| 6M | +341.2% | +22.0% | +319.2% | +290.6% |
| YTD | +327.8% | +15.2% | +312.6% | +283.8% |
| 1Y | +364.9% | +3.5% | +361.4% | +343.4% |
| 3Y | +229.2% | -26.9% | +256.2% | +242.8% |
| All | +229.2% | -27.4% | +256.6% | +242.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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