+51.3%
MXL vs PL
+46.3%
+4.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.5% | +10.9% | +11.2% |
| 7D | +5.5% | +13.4% | -7.9% | +2.8% |
| 30D | -32.6% | -10.2% | -22.5% | -29.9% |
| 3M | -13.1% | -39.5% | +26.4% | -0.2% |
| 6M | -41.4% | -65.7% | +24.3% | -23.3% |
| YTD | +243.9% | -27.3% | +271.2% | +263.0% |
| 1Y | +305.1% | +15.0% | +290.1% | +274.7% |
| 3Y | +260.1% | +560.8% | -300.8% | +81.4% |
| 5Y | -12.1% | +38.4% | -50.5% | -44.9% |
| All | +51.3% | +46.3% | +4.9% | -7.0% |
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