+40.4%
MXL vs MTB
+104.1%
-63.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.2% | +7.3% |
| 7D | +18.9% | 0.0% | +18.9% | +18.8% |
| 30D | +0.3% | -4.8% | +5.1% | +3.3% |
| 3M | -8.0% | +6.0% | -14.0% | -11.9% |
| 6M | +341.2% | +19.6% | +321.6% | +287.7% |
| YTD | +327.8% | +21.5% | +306.3% | +271.9% |
| 1Y | +364.9% | +24.7% | +340.2% | +297.0% |
| 3Y | +229.2% | +108.6% | +120.7% | +112.5% |
| All | +40.4% | +104.1% | -63.7% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling