+173.0%
MXL vs P
+155.7%
+17.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +4.9% |
| 7D | +1.6% | +6.5% | -4.9% | -1.7% |
| 30D | -7.0% | +18.8% | -25.8% | -16.2% |
| 3M | -33.4% | +26.7% | -60.2% | -40.6% |
| 6M | +260.2% | +62.2% | +198.0% | +181.8% |
| YTD | +260.0% | +48.5% | +211.5% | +190.2% |
| 1Y | +303.5% | +26.4% | +277.1% | +232.7% |
| All | +173.0% | +155.7% | +17.3% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling