+269.3%
MXL vs PR
+66.2%
+203.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -1.1% | +14.7% | +13.8% |
| 7D | -8.8% | -12.4% | +3.5% | -9.0% |
| 30D | -41.9% | -6.6% | -35.3% | -41.1% |
| 3M | -25.4% | +7.5% | -32.9% | -24.1% |
| 6M | -44.0% | +10.8% | -54.8% | -41.6% |
| YTD | +220.8% | +57.0% | +163.7% | +204.6% |
| All | +269.3% | +66.2% | +203.1% | +246.2% |
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