+305.1%
MXL vs PL
+8.6%
+296.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.5% | +10.9% | +11.2% |
| 7D | +5.5% | +13.4% | -7.9% | +2.1% |
| 30D | -32.6% | -10.2% | -22.5% | -30.3% |
| 3M | -13.1% | -39.5% | +26.4% | -2.0% |
| 6M | -41.4% | -65.7% | +24.3% | -31.2% |
| YTD | +243.9% | -27.3% | +271.2% | +305.8% |
| 1Y | +305.1% | +15.0% | +290.1% | +376.5% |
| All | +305.1% | +8.6% | +296.4% | +376.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling