+235.5%
MXL vs IP
+190.2%
+45.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.4% |
| 7D | +1.6% | -5.3% | +6.9% | +4.6% |
| 30D | -7.0% | -10.9% | +3.9% | -1.5% |
| 3M | -33.4% | +11.2% | -44.6% | -39.5% |
| 6M | +260.2% | -10.2% | +270.4% | +259.7% |
| YTD | +260.0% | -2.0% | +261.9% | +238.6% |
| 1Y | +303.5% | -19.1% | +322.6% | +320.2% |
| 3Y | +160.4% | +20.9% | +139.6% | +108.6% |
| 5Y | +14.7% | -17.8% | +32.5% | +13.7% |
| 10Y | +215.6% | +23.5% | +192.1% | +128.6% |
| All | +235.5% | +190.2% | +45.3% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling