+229.2%
MXL vs PNR
-14.5%
+243.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.3% | +7.8% | +7.7% |
| 7D | +18.9% | -6.0% | +24.9% | +23.0% |
| 30D | +0.3% | -14.0% | +14.3% | +9.2% |
| 3M | -8.0% | -21.7% | +13.7% | +4.4% |
| 6M | +341.2% | -37.3% | +378.5% | +485.0% |
| YTD | +327.8% | -45.1% | +373.0% | +529.2% |
| 1Y | +364.9% | -49.1% | +414.0% | +631.9% |
| 3Y | +229.2% | -14.8% | +244.1% | +264.8% |
| All | +229.2% | -14.5% | +243.7% | +264.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling