-3.6%
MXL vs IOT
+55.2%
-58.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.7% | +11.3% | +8.5% |
| 7D | +19.0% | +5.1% | +13.9% | +17.3% |
| 30D | +4.5% | -3.0% | +7.5% | +4.7% |
| 3M | -1.5% | +15.0% | -16.5% | -8.5% |
| 6M | +348.6% | +13.1% | +335.5% | +311.5% |
| YTD | +310.3% | +9.0% | +301.2% | +273.4% |
| 1Y | +344.7% | +0.1% | +344.6% | +316.9% |
| 3Y | +211.2% | +26.4% | +184.8% | +152.4% |
| All | -3.6% | +55.2% | -58.8% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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