+297.0%
MXL vs IT
-17.9%
+314.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.5% | -12.6% | -10.6% |
| 7D | -24.3% | -5.5% | -18.9% | -25.4% |
| 30D | -46.1% | +10.3% | -56.5% | -43.4% |
| 3M | -21.8% | +11.5% | -33.3% | -16.3% |
| 6M | -27.2% | +40.3% | -67.5% | -14.9% |
| YTD | +226.2% | -17.9% | +244.0% | +299.6% |
| 1Y | +297.0% | -8.8% | +305.8% | +365.8% |
| All | +297.0% | -17.9% | +314.9% | +365.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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