+368.1%
MXL vs Q
+79.8%
+288.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.5% | +5.0% | +5.2% |
| 7D | +18.9% | +4.9% | +13.9% | +13.9% |
| 30D | +0.3% | -11.0% | +11.3% | +12.5% |
| 3M | -8.0% | -15.2% | +7.1% | +12.0% |
| 6M | +341.2% | +8.8% | +332.4% | +360.4% |
| YTD | +327.8% | +55.1% | +272.7% | +268.4% |
| All | +368.1% | +79.8% | +288.4% | +313.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling