+229.2%
MXL vs KMX
-25.1%
+254.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.3% | +6.2% | +7.1% |
| 7D | +18.9% | -3.1% | +22.0% | +20.1% |
| 30D | +0.3% | +4.4% | -4.1% | -1.4% |
| 3M | -8.0% | +18.9% | -26.9% | -14.2% |
| 6M | +341.2% | +44.3% | +297.0% | +278.4% |
| YTD | +327.8% | +58.7% | +269.1% | +249.8% |
| 1Y | +364.9% | +0.1% | +364.8% | +356.4% |
| 3Y | +229.2% | -24.4% | +253.7% | +228.7% |
| All | +229.2% | -25.1% | +254.3% | +228.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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