+270.8%
MXL vs PNC
+549.6%
-278.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.7% |
| 7D | +16.6% | -0.9% | +17.5% | +17.3% |
| 30D | +0.5% | -4.4% | +4.9% | +4.0% |
| 3M | -3.6% | +5.3% | -8.9% | -7.5% |
| 6M | +328.0% | +19.6% | +308.4% | +270.1% |
| YTD | +297.8% | +19.1% | +278.7% | +244.6% |
| 1Y | +339.4% | +24.3% | +315.1% | +268.9% |
| 3Y | +201.7% | +132.2% | +69.5% | +62.7% |
| 5Y | +32.8% | +52.3% | -19.6% | -3.9% |
| 10Y | +274.8% | +274.8% | 0.0% | +31.9% |
| All | +270.8% | +549.6% | -278.8% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling