+195.6%
MXL vs JAAA
+29.3%
+166.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.5% |
| 7D | +19.0% | +0.1% | +18.9% | +18.7% |
| 30D | +4.5% | +0.5% | +4.0% | +3.3% |
| 3M | -1.5% | +1.2% | -2.8% | -4.6% |
| 6M | +348.6% | +2.7% | +345.9% | +319.7% |
| YTD | +310.3% | +3.2% | +307.1% | +280.3% |
| 1Y | +344.7% | +4.8% | +339.9% | +299.2% |
| 3Y | +211.2% | +19.0% | +192.2% | +185.0% |
| 5Y | +34.8% | +26.8% | +8.1% | +21.9% |
| All | +195.6% | +29.3% | +166.3% | +150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling