+274.2%
MXL vs M
-10.0%
+284.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.7% | +1.7% | -1.6% |
| 7D | +16.6% | -8.8% | +25.4% | +19.7% |
| 30D | +0.5% | -16.4% | +16.9% | +5.6% |
| 3M | -3.6% | -10.8% | +7.2% | -1.3% |
| 6M | +328.0% | +16.1% | +311.9% | +304.1% |
| YTD | +297.8% | -5.3% | +303.1% | +298.5% |
| 1Y | +339.4% | +24.9% | +314.6% | +304.8% |
| 3Y | +201.7% | +97.5% | +104.2% | +131.7% |
| 5Y | +32.8% | +20.4% | +12.4% | +14.6% |
| All | +274.2% | -10.0% | +284.2% | +167.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling