+32.8%
MXL vs IBN
+52.7%
-20.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.7% |
| 7D | +16.6% | -5.5% | +22.1% | +19.9% |
| 30D | +0.5% | -3.4% | +3.9% | +2.1% |
| 3M | -3.6% | +8.7% | -12.3% | -8.4% |
| 6M | +328.0% | +3.7% | +324.3% | +313.9% |
| YTD | +297.8% | -2.4% | +300.2% | +298.7% |
| 1Y | +339.4% | -8.1% | +347.5% | +352.0% |
| 3Y | +201.7% | +26.3% | +175.4% | +141.8% |
| 5Y | +32.8% | +54.9% | -22.2% | -14.0% |
| All | +32.8% | +52.7% | -20.0% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling