+26.0%
MXL vs P
+283.1%
-257.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.6% | +4.4% | +5.1% |
| 7D | +15.5% | +7.8% | +7.6% | +10.7% |
| 30D | -11.3% | +12.3% | -23.6% | -18.3% |
| 3M | -16.1% | +37.1% | -53.2% | -28.8% |
| 6M | +323.0% | +66.1% | +257.0% | +218.4% |
| YTD | +281.5% | +50.9% | +230.6% | +197.9% |
| 1Y | +319.3% | +27.2% | +292.1% | +239.0% |
| 3Y | +189.4% | +158.7% | +30.7% | +40.1% |
| 5Y | +26.0% | +291.1% | -265.1% | -53.2% |
| All | +26.0% | +283.1% | -257.1% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling