+348.6%
MXL vs PNC
+20.4%
+328.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.4% | +7.0% |
| 7D | +19.0% | -0.7% | +19.7% | +18.5% |
| 30D | +4.5% | -4.4% | +8.9% | +1.3% |
| 3M | -1.5% | +4.5% | -6.0% | +8.1% |
| 6M | +348.6% | +19.1% | +329.6% | +339.8% |
| All | +348.6% | +20.4% | +328.2% | +339.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling