-21.0%
MXL vs M
+1.1%
-22.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.9% |
| 7D | -15.9% | +5.0% | -20.9% | -17.5% |
| 30D | -44.0% | +10.6% | -54.7% | -46.6% |
| 3M | -21.3% | +1.6% | -22.9% | -22.8% |
| 6M | -46.1% | +30.8% | -76.9% | -53.1% |
| YTD | +208.8% | +16.9% | +191.9% | +180.8% |
| 1Y | +255.5% | +26.3% | +229.3% | +211.5% |
| 3Y | +223.3% | +158.6% | +64.7% | +89.2% |
| All | -21.0% | +1.1% | -22.1% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling