+303.5%
MXL vs QSR
+33.2%
+270.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +1.6% | +2.4% | -0.8% | +1.9% |
| 30D | -7.0% | +7.6% | -14.6% | -6.2% |
| 3M | -33.4% | +12.6% | -46.0% | -33.0% |
| 6M | +260.2% | +14.4% | +245.8% | +264.0% |
| YTD | +260.0% | +19.6% | +240.3% | +255.9% |
| 1Y | +303.5% | +33.9% | +269.6% | +282.6% |
| All | +303.5% | +33.2% | +270.2% | +282.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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