+301.1%
MXL vs IRE
-84.0%
+385.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.8% | +14.3% | +8.6% |
| 7D | +19.0% | +29.0% | -10.1% | +14.1% |
| 30D | +4.5% | +24.2% | -19.7% | 0.0% |
| 3M | -1.5% | -53.2% | +51.6% | +1.2% |
| 6M | +348.6% | -36.0% | +384.7% | +334.4% |
| YTD | +310.3% | -51.0% | +361.3% | +285.5% |
| All | +301.1% | -84.0% | +385.1% | +294.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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