+273.0%
MXL vs IRE
-82.8%
+355.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +10.2% | -4.2% | +4.4% |
| 7D | +15.5% | +58.9% | -43.4% | +7.3% |
| 30D | -11.3% | +17.2% | -28.5% | -14.3% |
| 3M | -16.1% | -58.6% | +42.5% | -13.3% |
| 6M | +323.0% | -23.5% | +346.5% | +302.3% |
| YTD | +281.5% | -47.4% | +329.0% | +255.0% |
| All | +273.0% | -82.8% | +355.8% | +263.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling