+238.5%
MXL vs PL
+536.4%
-297.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.7% | -5.2% |
| 7D | +13.4% | +10.0% | +3.4% | +10.7% |
| 30D | -29.2% | -2.3% | -27.0% | -27.9% |
| 3M | -27.2% | -44.2% | +17.0% | -15.1% |
| 6M | -36.4% | -66.1% | +29.7% | -17.9% |
| YTD | +220.0% | -30.0% | +250.0% | +241.8% |
| 1Y | +304.8% | +21.0% | +283.8% | +272.8% |
| 3Y | +238.5% | +516.5% | -278.0% | +70.4% |
| All | +238.5% | +536.4% | -297.9% | +70.4% |
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