+303.5%
MXL vs NYT
+15.2%
+288.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.7% |
| 7D | +1.6% | -1.3% | +2.9% | +1.1% |
| 30D | -7.0% | +2.7% | -9.7% | -5.6% |
| 3M | -33.4% | -10.3% | -23.1% | -33.4% |
| 6M | +260.2% | -16.6% | +276.7% | +259.4% |
| YTD | +260.0% | -2.3% | +262.2% | +272.3% |
| 1Y | +303.5% | +15.0% | +288.5% | +301.6% |
| All | +303.5% | +15.2% | +288.3% | +301.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling