+297.0%
MXL vs MKTX
+5.4%
+291.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | 0.0% | -11.1% | -11.1% |
| 7D | -24.3% | +0.5% | -24.8% | -24.4% |
| 30D | -46.1% | +1.0% | -47.1% | -46.2% |
| 3M | -21.8% | +2.5% | -24.3% | -22.0% |
| 6M | -27.2% | +8.0% | -35.3% | -31.8% |
| YTD | +226.2% | -7.3% | +233.4% | +191.3% |
| 1Y | +297.0% | +4.7% | +292.3% | +271.2% |
| All | +297.0% | +5.4% | +291.6% | +271.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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