+364.9%
MXL vs M
+34.0%
+330.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.7% | -0.2% | +4.6% |
| 7D | +18.9% | -4.2% | +23.1% | +20.4% |
| 30D | +0.3% | -7.2% | +7.5% | +2.7% |
| 3M | -8.0% | -11.1% | +3.1% | -5.2% |
| 6M | +341.2% | +28.8% | +312.5% | +271.7% |
| YTD | +327.8% | +2.0% | +325.8% | +305.6% |
| 1Y | +364.9% | +31.3% | +333.6% | +244.7% |
| All | +364.9% | +34.0% | +330.9% | +244.7% |
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