+229.2%
MXL vs QSR
+25.8%
+203.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +6.9% | +7.3% |
| 7D | +18.9% | -4.0% | +22.9% | +20.3% |
| 30D | +0.3% | +2.8% | -2.4% | -0.6% |
| 3M | -8.0% | +5.1% | -13.1% | -10.7% |
| 6M | +341.2% | +8.8% | +332.4% | +321.5% |
| YTD | +327.8% | +14.8% | +313.0% | +294.9% |
| 1Y | +364.9% | +25.7% | +339.2% | +306.7% |
| 3Y | +229.2% | +27.5% | +201.7% | +186.6% |
| All | +229.2% | +25.8% | +203.4% | +186.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling