+229.2%
MXL vs LYV
+109.4%
+119.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.5% |
| 7D | +18.9% | -1.9% | +20.8% | +20.1% |
| 30D | +0.3% | -8.2% | +8.5% | +5.6% |
| 3M | -8.0% | -1.3% | -6.8% | -8.4% |
| 6M | +341.2% | +2.6% | +338.6% | +322.0% |
| YTD | +327.8% | +19.4% | +308.4% | +264.5% |
| 1Y | +364.9% | -2.2% | +367.1% | +359.4% |
| 3Y | +229.2% | +106.0% | +123.2% | +78.8% |
| All | +229.2% | +109.4% | +119.8% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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