+53.9%
MXL vs GTLB
-50.1%
+104.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.7% | +8.2% | +7.7% |
| 7D | +18.9% | -5.7% | +24.6% | +20.6% |
| 30D | +0.3% | +15.1% | -14.8% | -4.3% |
| 3M | -8.0% | +65.5% | -73.5% | -22.0% |
| 6M | +341.2% | +102.9% | +238.3% | +245.7% |
| YTD | +327.8% | +25.2% | +302.6% | +280.7% |
| 1Y | +364.9% | -5.5% | +370.4% | +347.4% |
| 3Y | +229.2% | -10.9% | +240.1% | +209.3% |
| All | +53.9% | -50.1% | +104.1% | +43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling