+159.0%
MXL vs IP
+26.3%
+132.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.8% | +10.1% | +10.6% |
| 7D | -27.1% | -5.1% | -22.0% | -25.1% |
| 30D | -54.2% | +8.5% | -62.7% | -56.1% |
| 3M | -29.9% | -13.8% | -16.1% | -25.1% |
| 6M | -39.5% | +5.7% | -45.2% | -44.3% |
| YTD | +182.2% | -9.1% | +191.3% | +174.7% |
| 1Y | +231.8% | -0.8% | +232.7% | +205.7% |
| 3Y | +195.9% | +14.8% | +181.1% | +139.2% |
| 5Y | -27.3% | -11.5% | -15.7% | -31.6% |
| All | +159.0% | +26.3% | +132.7% | +90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling