+303.5%
MXL vs PR
+76.5%
+226.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +5.6% |
| 7D | +1.6% | +2.9% | -1.3% | +1.5% |
| 30D | -7.0% | +18.0% | -25.0% | -8.3% |
| 3M | -33.4% | +16.9% | -50.3% | -33.3% |
| 6M | +260.2% | +28.2% | +232.0% | +249.5% |
| YTD | +260.0% | +69.3% | +190.6% | +222.4% |
| 1Y | +303.5% | +69.5% | +234.0% | +244.8% |
| All | +303.5% | +76.5% | +226.9% | +244.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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