+344.7%
MXL vs PL
+99.3%
+245.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.3% | +10.8% | +8.2% |
| 7D | +19.0% | -13.9% | +32.8% | +22.4% |
| 30D | +4.5% | -25.5% | +29.9% | +11.0% |
| 3M | -1.5% | -44.8% | +43.2% | +8.6% |
| 6M | +348.6% | -33.3% | +381.9% | +392.2% |
| YTD | +310.3% | -12.7% | +322.9% | +343.6% |
| 1Y | +344.7% | +90.9% | +253.8% | +397.7% |
| All | +344.7% | +99.3% | +245.4% | +397.7% |
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