+241.0%
MXL vs PR
+159.2%
+81.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.8% | +8.6% | +10.9% |
| 7D | +5.5% | -0.5% | +5.9% | +5.8% |
| 30D | -32.6% | -4.6% | -28.0% | -31.9% |
| 3M | -13.1% | +4.7% | -17.8% | -13.9% |
| 6M | -41.4% | +12.4% | -53.8% | -42.7% |
| YTD | +243.9% | +62.9% | +181.1% | +214.7% |
| 1Y | +305.1% | +70.6% | +234.5% | +267.7% |
| 3Y | +260.1% | +90.0% | +170.0% | +223.3% |
| 5Y | -12.1% | +255.5% | -267.6% | -28.7% |
| 10Y | +182.8% | +78.7% | +104.0% | +106.8% |
| All | +241.0% | +159.2% | +81.8% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling