+304.8%
MXL vs P
+23.6%
+281.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.2% |
| 7D | +13.4% | +11.6% | +1.8% | +6.5% |
| 30D | -29.2% | -23.7% | -5.6% | -16.1% |
| 3M | -27.2% | -8.0% | -19.3% | -21.0% |
| 6M | -36.4% | +27.9% | -64.3% | -42.4% |
| YTD | +220.0% | +61.2% | +158.9% | +173.3% |
| 1Y | +304.8% | +28.6% | +276.2% | +241.5% |
| All | +304.8% | +23.6% | +281.2% | +241.5% |
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