-14.1%
MXL vs IP
-15.4%
+1.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.8% |
| 7D | +33.1% | -0.9% | +33.9% | +33.7% |
| 30D | -33.5% | +6.7% | -40.2% | -35.3% |
| 3M | -20.7% | -16.6% | -4.1% | -14.8% |
| 6M | -35.9% | +6.0% | -41.9% | -40.7% |
| YTD | +238.3% | -10.7% | +248.9% | +234.4% |
| 1Y | +296.2% | -6.7% | +302.9% | +280.6% |
| 3Y | +254.1% | +17.1% | +237.0% | +173.0% |
| 5Y | -14.1% | -14.6% | +0.4% | -21.7% |
| All | -14.1% | -15.4% | +1.2% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling