+302.4%
MXL vs QSR
+135.2%
+167.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +6.9% | +7.2% |
| 7D | +18.9% | -4.0% | +22.9% | +21.5% |
| 30D | +0.3% | +2.8% | -2.4% | -1.3% |
| 3M | -8.0% | +5.1% | -13.1% | -12.5% |
| 6M | +341.2% | +8.8% | +332.4% | +310.4% |
| YTD | +327.8% | +14.8% | +313.0% | +282.4% |
| 1Y | +364.9% | +25.7% | +339.2% | +291.6% |
| 3Y | +229.2% | +27.5% | +201.7% | +170.8% |
| 5Y | +42.8% | +41.3% | +1.5% | +9.1% |
| All | +302.4% | +135.2% | +167.3% | +109.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling