+163.7%
MXL vs M
-7.1%
+170.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.9% |
| 7D | +13.4% | +7.0% | +6.4% | +11.3% |
| 30D | -29.2% | +8.9% | -38.1% | -31.3% |
| 3M | -27.2% | +4.5% | -31.7% | -28.8% |
| 6M | -36.4% | +36.2% | -72.6% | -43.1% |
| YTD | +220.0% | +15.1% | +204.9% | +200.7% |
| 1Y | +304.8% | +27.4% | +277.3% | +267.7% |
| 3Y | +238.5% | +160.1% | +78.3% | +138.9% |
| 5Y | -18.8% | -1.6% | -17.2% | -28.0% |
| All | +163.7% | -7.1% | +170.8% | +87.3% |
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 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