+305.1%
MXL vs IRE
-97.4%
+402.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +12.1% | -0.8% | +8.8% |
| 7D | +5.5% | -15.1% | +20.6% | +8.0% |
| 30D | -32.6% | -71.4% | +38.7% | -16.7% |
| 3M | -13.1% | -81.2% | +68.0% | +13.6% |
| 6M | -41.4% | -93.7% | +52.4% | -17.4% |
| YTD | +243.9% | -92.2% | +336.2% | +334.9% |
| 1Y | +305.1% | -97.3% | +402.3% | +472.7% |
| All | +305.1% | -97.4% | +402.5% | +472.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling