+178.8%
MXL vs PR
+83.7%
+95.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.0% |
| 7D | +33.1% | +6.7% | +26.4% | +31.7% |
| 30D | -33.5% | -6.1% | -27.3% | -32.6% |
| 3M | -20.7% | +6.9% | -27.5% | -21.7% |
| 6M | -35.9% | +14.6% | -50.5% | -37.5% |
| YTD | +238.3% | +66.1% | +172.1% | +208.0% |
| 1Y | +296.2% | +77.0% | +219.2% | +256.9% |
| 3Y | +254.1% | +93.8% | +160.3% | +216.4% |
| 5Y | -14.1% | +268.2% | -282.4% | -30.9% |
| All | +178.8% | +83.7% | +95.0% | +117.5% |
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