-28.0%
MXL vs PR
+225.0%
-253.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.9% | +9.1% | +10.2% |
| 7D | -27.1% | -16.4% | -10.7% | -21.1% |
| 30D | -54.2% | -1.9% | -52.3% | -53.7% |
| 3M | -29.9% | +8.0% | -37.9% | -32.7% |
| 6M | -39.5% | +4.1% | -43.6% | -41.2% |
| YTD | +182.2% | +58.7% | +123.5% | +125.3% |
| 1Y | +231.8% | +75.8% | +156.0% | +152.8% |
| 3Y | +195.9% | +73.2% | +122.8% | +126.3% |
| All | -28.0% | +225.0% | -253.1% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling