+297.0%
MXL vs P
+19.7%
+277.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -5.0% | -6.1% | -8.3% |
| 7D | -24.3% | -19.4% | -5.0% | -14.5% |
| 30D | -46.1% | -22.3% | -23.8% | -37.5% |
| 3M | -21.8% | +33.2% | -55.0% | -31.1% |
| 6M | -27.2% | +53.6% | -80.9% | -39.5% |
| YTD | +226.2% | +66.8% | +159.4% | +165.1% |
| 1Y | +297.0% | +17.5% | +279.5% | +222.5% |
| All | +297.0% | +19.7% | +277.3% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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