+235.5%
MXL vs NDAQ
+1,650.9%
-1,415.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +6.8% |
| 7D | +1.6% | -2.4% | +4.1% | +3.1% |
| 30D | -7.0% | +2.5% | -9.5% | -8.8% |
| 3M | -33.4% | +9.9% | -43.3% | -39.6% |
| 6M | +260.2% | +9.4% | +250.7% | +225.4% |
| YTD | +260.0% | +0.4% | +259.5% | +242.3% |
| 1Y | +303.5% | +4.0% | +299.4% | +274.1% |
| 3Y | +160.4% | +94.4% | +66.1% | +54.4% |
| 5Y | +14.7% | +56.7% | -42.0% | -21.0% |
| 10Y | +215.6% | +375.3% | -159.7% | +6.5% |
| All | +235.5% | +1,650.9% | -1,415.4% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling