+48.8%
MXL vs PL
+41.8%
+6.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.8% |
| 7D | +33.1% | +22.3% | +10.8% | +26.4% |
| 30D | -33.5% | -8.3% | -25.2% | -31.1% |
| 3M | -20.7% | -43.3% | +22.6% | -7.4% |
| 6M | -35.9% | -65.8% | +30.0% | -15.9% |
| YTD | +238.3% | -29.5% | +267.8% | +260.1% |
| 1Y | +296.2% | +11.7% | +284.5% | +269.4% |
| 3Y | +254.1% | +540.6% | -286.4% | +79.9% |
| 5Y | -14.1% | +32.9% | -47.0% | -45.4% |
| All | +48.8% | +41.8% | +6.9% | -7.8% |
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