-41.4%
MXL vs IRE
-93.7%
+52.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +12.1% | -0.8% | +7.5% |
| 7D | +5.5% | -15.1% | +20.6% | +9.0% |
| 30D | -32.6% | -71.4% | +38.7% | -6.8% |
| 3M | -13.1% | -81.2% | +68.0% | +30.9% |
| 6M | -41.4% | -93.7% | +52.4% | +0.2% |
| All | -41.4% | -93.7% | +52.3% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling