+171.5%
MXL vs PL
+475.2%
-303.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.8% |
| 7D | +1.6% | -9.3% | +10.9% | +3.9% |
| 30D | -7.0% | -18.9% | +11.9% | -2.0% |
| 3M | -33.4% | -58.4% | +25.0% | -19.3% |
| 6M | +260.2% | -30.3% | +290.5% | +282.4% |
| YTD | +260.0% | -8.1% | +268.1% | +254.9% |
| 1Y | +303.5% | +180.5% | +123.0% | +185.9% |
| All | +171.5% | +475.2% | -303.8% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling