+298.8%
MXL vs GPN
+308.6%
-9.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.3% | +7.8% | +7.7% |
| 7D | +18.9% | -4.6% | +23.4% | +21.7% |
| 30D | +0.3% | -0.3% | +0.6% | -0.2% |
| 3M | -8.0% | +35.4% | -43.5% | -26.6% |
| 6M | +341.2% | +21.7% | +319.6% | +272.7% |
| YTD | +327.8% | +14.9% | +312.9% | +263.4% |
| 1Y | +364.9% | +3.2% | +361.7% | +320.9% |
| 3Y | +229.2% | -27.1% | +256.4% | +259.6% |
| 5Y | +42.8% | -44.4% | +87.1% | +79.0% |
| 10Y | +303.1% | +27.0% | +276.1% | +185.3% |
| All | +298.8% | +308.6% | -9.8% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling