+303.5%
MXL vs IP
-18.9%
+322.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +5.6% |
| 7D | +1.6% | -5.3% | +6.9% | +1.3% |
| 30D | -7.0% | -10.9% | +3.9% | -7.6% |
| 3M | -33.4% | +11.2% | -44.6% | -34.3% |
| 6M | +260.2% | -10.2% | +270.4% | +281.5% |
| YTD | +260.0% | -2.0% | +261.9% | +274.0% |
| 1Y | +303.5% | -19.1% | +322.6% | +335.4% |
| All | +303.5% | -18.9% | +322.3% | +335.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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