+297.0%
MXL vs IP
+2.3%
+294.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.5% | -12.6% | -10.9% |
| 7D | -24.3% | +3.4% | -27.7% | -23.9% |
| 30D | -46.1% | +11.2% | -57.3% | -45.4% |
| 3M | -21.8% | -14.8% | -7.0% | -23.2% |
| 6M | -27.2% | +17.3% | -44.5% | -27.7% |
| YTD | +226.2% | -6.2% | +232.3% | +246.9% |
| 1Y | +297.0% | +2.3% | +294.7% | +305.2% |
| All | +297.0% | +2.3% | +294.7% | +305.2% |
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