+229.2%
MXL vs MKTX
-25.3%
+254.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.5% |
| 7D | +18.9% | -0.2% | +19.1% | +18.9% |
| 30D | +0.3% | +0.7% | -0.4% | +0.3% |
| 3M | -8.0% | +40.8% | -48.8% | -6.2% |
| 6M | +341.2% | -8.0% | +349.2% | +328.5% |
| YTD | +327.8% | -8.7% | +336.6% | +315.1% |
| 1Y | +364.9% | -11.8% | +376.7% | +351.4% |
| 3Y | +229.2% | -24.0% | +253.3% | +223.1% |
| All | +229.2% | -25.3% | +254.5% | +223.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling