+303.5%
MXL vs M
+46.1%
+257.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +3.0% | +4.5% |
| 7D | +1.6% | +4.7% | -3.1% | -0.1% |
| 30D | -7.0% | -9.6% | +2.6% | -3.3% |
| 3M | -33.4% | +0.9% | -34.3% | -35.1% |
| 6M | +260.2% | +22.3% | +237.9% | +215.0% |
| YTD | +260.0% | +6.5% | +253.4% | +237.0% |
| 1Y | +303.5% | +38.8% | +264.7% | +200.3% |
| All | +303.5% | +46.1% | +257.3% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling