+364.9%
MXL vs PNR
-47.6%
+412.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.3% | +7.8% | +7.6% |
| 7D | +18.9% | -6.0% | +24.9% | +21.2% |
| 30D | +0.3% | -14.0% | +14.3% | +5.6% |
| 3M | -8.0% | -21.7% | +13.7% | +1.1% |
| 6M | +341.2% | -37.3% | +378.5% | +471.1% |
| YTD | +327.8% | -45.1% | +373.0% | +517.3% |
| 1Y | +364.9% | -49.1% | +414.0% | +678.2% |
| All | +364.9% | -47.6% | +412.5% | +678.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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