+32.8%
MXL vs NDAQ
+48.4%
-15.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -1.5% |
| 7D | +16.6% | -6.8% | +23.4% | +21.9% |
| 30D | +0.5% | -3.2% | +3.6% | +2.2% |
| 3M | -3.6% | +6.5% | -10.1% | -11.5% |
| 6M | +328.0% | +5.7% | +322.3% | +291.9% |
| YTD | +297.8% | -4.6% | +302.5% | +293.2% |
| 1Y | +339.4% | -1.6% | +341.0% | +321.9% |
| 3Y | +201.7% | +86.4% | +115.3% | +69.6% |
| 5Y | +32.8% | +50.3% | -17.6% | -11.6% |
| All | +32.8% | +48.4% | -15.6% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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