+37.3%
MXL vs GTLB
-50.0%
+87.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -5.4% | +11.4% | +7.5% |
| 7D | +15.5% | +4.6% | +10.9% | +13.8% |
| 30D | -11.3% | +21.0% | -32.3% | -16.7% |
| 3M | -16.1% | +51.7% | -67.8% | -26.9% |
| 6M | +323.0% | +89.3% | +233.7% | +238.2% |
| YTD | +281.5% | +25.6% | +255.9% | +239.4% |
| 1Y | +319.3% | -1.5% | +320.8% | +298.7% |
| 3Y | +189.4% | -9.9% | +199.3% | +171.3% |
| All | +37.3% | -50.0% | +87.2% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling