+125.8%
MXL vs PR
+68.5%
+57.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.9% | +9.1% | +10.7% |
| 7D | -27.1% | -16.4% | -10.7% | -24.6% |
| 30D | -54.2% | -1.9% | -52.3% | -54.0% |
| 3M | -29.9% | +8.0% | -37.9% | -31.0% |
| 6M | -39.5% | +4.1% | -43.6% | -40.1% |
| YTD | +182.2% | +58.7% | +123.5% | +158.9% |
| 1Y | +231.8% | +75.8% | +156.0% | +199.1% |
| 3Y | +195.9% | +73.2% | +122.8% | +168.9% |
| 5Y | -27.3% | +230.1% | -257.4% | -40.6% |
| All | +125.8% | +68.5% | +57.3% | +72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling