+303.5%
MXL vs PNC
+23.0%
+280.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.4% | +5.5% |
| 7D | +1.6% | +1.4% | +0.2% | +1.2% |
| 30D | -7.0% | -3.8% | -3.2% | -6.1% |
| 3M | -33.4% | +9.0% | -42.4% | -34.5% |
| 6M | +260.2% | +16.6% | +243.5% | +233.7% |
| YTD | +260.0% | +20.4% | +239.5% | +220.9% |
| 1Y | +303.5% | +22.3% | +281.1% | +216.5% |
| All | +303.5% | +23.0% | +280.5% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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