+41.1%
MXL vs PL
+46.6%
-5.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +14.5% | -0.8% | +9.8% |
| 7D | -8.8% | +10.9% | -19.7% | -10.5% |
| 30D | -41.9% | -16.4% | -25.5% | -38.4% |
| 3M | -25.4% | -39.9% | +14.5% | -14.2% |
| 6M | -44.0% | -63.2% | +19.2% | -27.8% |
| YTD | +220.8% | -27.1% | +247.9% | +238.3% |
| 1Y | +278.8% | +12.2% | +266.6% | +252.3% |
| 3Y | +249.4% | +584.3% | -334.8% | +74.5% |
| 5Y | -17.3% | +37.0% | -54.3% | -47.9% |
| All | +41.1% | +46.6% | -5.6% | -13.4% |
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