+206.1%
MXL vs MTB
+113.5%
+92.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.3% |
| 7D | +16.6% | -0.4% | +17.1% | +16.9% |
| 30D | +0.5% | -4.6% | +5.1% | +3.8% |
| 3M | -3.6% | +7.4% | -11.1% | -9.4% |
| 6M | +328.0% | +18.7% | +309.3% | +265.9% |
| YTD | +297.8% | +21.1% | +276.8% | +233.4% |
| 1Y | +339.4% | +24.1% | +315.3% | +259.8% |
| All | +206.1% | +113.5% | +92.7% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling