+305.1%
MXL vs P
+17.1%
+287.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.4% | +6.9% | +8.6% |
| 7D | +5.5% | -4.7% | +10.2% | +10.3% |
| 30D | -32.6% | -31.4% | -1.2% | -15.2% |
| 3M | -13.1% | -2.6% | -10.5% | -7.9% |
| 6M | -41.4% | +21.9% | -63.3% | -45.9% |
| YTD | +243.9% | +58.9% | +185.0% | +194.2% |
| 1Y | +305.1% | +21.7% | +283.3% | +243.5% |
| All | +305.1% | +17.1% | +287.9% | +243.5% |
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