+297.0%
MXL vs GTLB
+6.1%
+290.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | 0.0% | -11.1% | -11.1% |
| 7D | -24.3% | -9.7% | -14.7% | -24.3% |
| 30D | -46.1% | +1.7% | -47.8% | -45.9% |
| 3M | -21.8% | +43.6% | -65.4% | -22.6% |
| 6M | -27.2% | +113.0% | -140.2% | -32.1% |
| YTD | +226.2% | +39.5% | +186.6% | +188.1% |
| 1Y | +297.0% | +12.6% | +284.4% | +245.7% |
| All | +297.0% | +6.1% | +290.9% | +245.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling