+25.4%
MXL vs M
+27.6%
-2.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.6% | +8.6% | +7.1% |
| 7D | +15.5% | +2.4% | +13.1% | +14.3% |
| 30D | -11.3% | -11.6% | +0.3% | -7.0% |
| 3M | -16.1% | +1.6% | -17.7% | -17.9% |
| 6M | +323.0% | +25.2% | +297.8% | +278.5% |
| YTD | +281.5% | +3.8% | +277.8% | +267.7% |
| 1Y | +319.3% | +36.3% | +283.0% | +259.7% |
| 3Y | +189.4% | +116.3% | +73.0% | +85.0% |
| All | +25.4% | +27.6% | -2.2% | -1.2% |
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