+187.9%
MXL vs IP
+173.7%
+14.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.1% |
| 7D | -15.9% | 0.0% | -15.9% | -15.4% |
| 30D | -44.0% | +9.4% | -53.4% | -46.6% |
| 3M | -21.3% | -14.1% | -7.3% | -15.5% |
| 6M | -46.1% | +9.2% | -55.3% | -51.2% |
| YTD | +208.8% | -7.5% | +216.4% | +197.9% |
| 1Y | +255.5% | -2.8% | +258.3% | +232.6% |
| 3Y | +223.3% | +21.2% | +202.1% | +155.7% |
| 5Y | -18.1% | -11.5% | -6.6% | -22.5% |
| 10Y | +159.9% | +23.7% | +136.3% | +86.8% |
| All | +187.9% | +173.7% | +14.1% | +20.8% |
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