+67.8%
MXL vs PL
+81.7%
-13.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.7% | +7.7% | +6.4% |
| 7D | +15.5% | -7.5% | +23.0% | +17.5% |
| 30D | -11.3% | -25.6% | +14.3% | -4.5% |
| 3M | -16.1% | -45.6% | +29.5% | -2.1% |
| 6M | +323.0% | -29.5% | +352.6% | +348.5% |
| YTD | +281.5% | -9.7% | +291.2% | +276.3% |
| 1Y | +319.3% | +84.4% | +234.9% | +236.2% |
| 3Y | +189.4% | +550.0% | -360.6% | +43.7% |
| 5Y | +26.0% | +79.0% | -53.0% | -27.6% |
| All | +67.8% | +81.7% | -13.9% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling