+229.2%
MXL vs JAAA
+19.0%
+210.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.5% | +6.8% |
| 7D | +18.9% | +0.1% | +18.8% | +18.0% |
| 30D | +0.3% | +0.5% | -0.2% | -4.8% |
| 3M | -8.0% | +1.3% | -9.3% | -19.0% |
| 6M | +341.2% | +2.8% | +338.5% | +236.2% |
| YTD | +327.8% | +3.3% | +324.6% | +212.3% |
| 1Y | +364.9% | +4.9% | +360.0% | +191.7% |
| 3Y | +229.2% | +19.0% | +210.3% | +45.8% |
| All | +229.2% | +19.0% | +210.2% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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