+364.9%
MXL vs GTLB
-4.2%
+369.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.7% | +8.2% | +7.6% |
| 7D | +18.9% | -5.7% | +24.6% | +19.4% |
| 30D | +0.3% | +15.1% | -14.8% | -1.1% |
| 3M | -8.0% | +65.5% | -73.5% | -13.6% |
| 6M | +341.2% | +102.9% | +238.3% | +280.4% |
| YTD | +327.8% | +25.2% | +302.6% | +292.4% |
| 1Y | +364.9% | -5.5% | +370.4% | +374.7% |
| All | +364.9% | -4.2% | +369.1% | +374.7% |
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