+392.6%
MXL vs P
+526.5%
-133.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.4% | +6.9% | +9.3% |
| 7D | +5.5% | -4.7% | +10.2% | +9.5% |
| 30D | -32.6% | -31.4% | -1.2% | -17.8% |
| 3M | -13.1% | -2.6% | -10.5% | -9.8% |
| 6M | -41.4% | +21.9% | -63.3% | -45.2% |
| YTD | +243.9% | +58.9% | +185.0% | +184.3% |
| 1Y | +305.1% | +21.7% | +283.3% | +261.2% |
| 3Y | +260.1% | +193.3% | +66.8% | +108.3% |
| 5Y | -12.1% | +275.1% | -287.2% | -54.3% |
| 10Y | +182.8% | +655.3% | -472.5% | +12.2% |
| All | +392.6% | +526.5% | -133.9% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling