+791.3%
MXL vs QSR
+203.9%
+587.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.7% |
| 7D | +16.6% | -4.7% | +21.3% | +19.4% |
| 30D | +0.5% | +4.3% | -3.8% | -1.8% |
| 3M | -3.6% | +5.4% | -9.1% | -8.0% |
| 6M | +328.0% | +8.2% | +319.9% | +302.4% |
| YTD | +297.8% | +14.1% | +283.7% | +261.1% |
| 1Y | +339.4% | +28.1% | +311.3% | +273.3% |
| 3Y | +201.7% | +25.3% | +176.5% | +156.9% |
| 5Y | +32.8% | +40.4% | -7.6% | +5.6% |
| 10Y | +274.8% | +132.4% | +142.4% | +123.0% |
| All | +791.3% | +203.9% | +587.4% | +400.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling