+40.4%
MXL vs NYT
+38.8%
+1.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.5% | +7.1% | +7.3% |
| 7D | +18.9% | -0.6% | +19.5% | +19.1% |
| 30D | +0.3% | +4.6% | -4.3% | -1.9% |
| 3M | -8.0% | -9.6% | +1.5% | -6.3% |
| 6M | +341.2% | -14.0% | +355.2% | +357.4% |
| YTD | +327.8% | -2.8% | +330.7% | +306.5% |
| 1Y | +364.9% | +15.6% | +349.3% | +292.0% |
| 3Y | +229.2% | +56.3% | +172.9% | +119.4% |
| All | +40.4% | +38.8% | +1.6% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling