+297.0%
MXL vs OMC
+24.5%
+272.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +5.2% | -16.3% | -7.3% |
| 7D | -24.3% | +12.5% | -36.9% | -17.1% |
| 30D | -46.1% | +16.3% | -62.4% | -39.3% |
| 3M | -21.8% | +8.1% | -29.9% | -14.8% |
| 6M | -27.2% | +17.2% | -44.4% | -16.1% |
| YTD | +226.2% | +11.8% | +214.4% | +278.9% |
| 1Y | +297.0% | +23.9% | +273.1% | +366.3% |
| All | +297.0% | +24.5% | +272.5% | +366.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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