+293.8%
MXL vs Q
+71.3%
+222.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +4.0% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | -7.0% | -11.1% | +4.1% | +4.5% |
| 3M | -33.4% | -22.1% | -11.3% | -12.8% |
| 6M | +260.2% | +0.5% | +259.7% | +298.6% |
| YTD | +260.0% | +47.8% | +212.1% | +223.3% |
| All | +293.8% | +71.3% | +222.5% | +262.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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