+255.6%
MXL vs IT
+637.6%
-381.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -7.4% | +13.4% | +9.6% |
| 7D | +15.5% | -9.1% | +24.6% | +20.0% |
| 30D | -11.3% | -7.0% | -4.3% | -10.1% |
| 3M | -16.1% | +7.6% | -23.7% | -26.5% |
| 6M | +323.0% | +2.1% | +320.9% | +271.4% |
| YTD | +281.5% | -31.6% | +313.1% | +315.5% |
| 1Y | +319.3% | -29.9% | +349.2% | +346.1% |
| 3Y | +189.4% | -51.3% | +240.6% | +267.3% |
| 5Y | +26.0% | -44.8% | +70.8% | +49.2% |
| 10Y | +243.5% | +91.4% | +152.1% | +69.7% |
| All | +255.6% | +637.6% | -381.9% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling