+255.5%
MXL vs PL
+7.9%
+247.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.5% |
| 7D | -15.9% | +5.6% | -21.5% | -16.8% |
| 30D | -44.0% | -16.9% | -27.1% | -40.9% |
| 3M | -21.3% | -38.2% | +16.9% | -11.5% |
| 6M | -46.1% | -63.4% | +17.4% | -36.0% |
| YTD | +208.8% | -27.6% | +236.5% | +263.2% |
| 1Y | +255.5% | +6.6% | +249.0% | +333.9% |
| All | +255.5% | +7.9% | +247.7% | +333.9% |
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