+319.3%
MXL vs PR
+74.4%
+244.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.2% | +4.8% | +5.9% |
| 7D | +15.5% | -0.6% | +16.1% | +15.5% |
| 30D | -11.3% | +17.4% | -28.7% | -12.4% |
| 3M | -16.1% | +21.8% | -37.9% | -16.4% |
| 6M | +323.0% | +27.6% | +295.4% | +311.8% |
| YTD | +281.5% | +71.4% | +210.1% | +239.9% |
| 1Y | +319.3% | +78.3% | +241.0% | +259.9% |
| All | +319.3% | +74.4% | +244.9% | +259.9% |
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