+255.6%
MXL vs IBN
+377.1%
-121.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.5% | +8.5% | +7.0% |
| 7D | +15.5% | -2.2% | +17.7% | +16.4% |
| 30D | -11.3% | -2.3% | -9.0% | -10.5% |
| 3M | -16.1% | +15.9% | -32.0% | -21.1% |
| 6M | +323.0% | +5.6% | +317.4% | +310.6% |
| YTD | +281.5% | -0.1% | +281.6% | +278.6% |
| 1Y | +319.3% | -6.5% | +325.8% | +324.7% |
| 3Y | +189.4% | +29.3% | +160.1% | +155.2% |
| 5Y | +26.0% | +56.6% | -30.6% | +3.5% |
| 10Y | +243.5% | +314.4% | -70.9% | +88.8% |
| All | +255.6% | +377.1% | -121.4% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling