-28.0%
MXL vs PL
+20.8%
-48.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +10.4% | +0.6% | +8.2% |
| 7D | -27.1% | -6.8% | -20.3% | -25.1% |
| 30D | -54.2% | -29.3% | -24.9% | -49.3% |
| 3M | -29.9% | -44.8% | +14.8% | -17.5% |
| 6M | -39.5% | -68.4% | +28.9% | -18.9% |
| YTD | +182.2% | -36.4% | +218.5% | +208.2% |
| 1Y | +231.8% | +0.7% | +231.1% | +217.4% |
| 3Y | +195.9% | +455.3% | -259.4% | +55.9% |
| All | -28.0% | +20.8% | -48.8% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling