+302.4%
MXL vs MTB
+173.8%
+128.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.2% | +7.4% |
| 7D | +18.9% | 0.0% | +18.9% | +18.8% |
| 30D | +0.3% | -4.8% | +5.1% | +3.1% |
| 3M | -8.0% | +6.0% | -14.0% | -11.5% |
| 6M | +341.2% | +19.6% | +321.6% | +293.8% |
| YTD | +327.8% | +21.5% | +306.3% | +278.5% |
| 1Y | +364.9% | +24.7% | +340.2% | +305.3% |
| 3Y | +229.2% | +108.6% | +120.7% | +121.6% |
| 5Y | +42.8% | +106.7% | -64.0% | -5.8% |
| All | +302.4% | +173.8% | +128.6% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling