+297.0%
MXL vs REPL
+125.1%
+171.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.2% | -11.3% | -11.1% |
| 7D | -24.3% | +28.8% | -53.2% | -23.4% |
| 30D | -46.1% | +57.3% | -103.4% | -45.0% |
| 3M | -21.8% | +73.6% | -95.4% | -19.6% |
| 6M | -27.2% | +582.8% | -610.1% | -7.5% |
| YTD | +226.2% | +112.9% | +113.3% | +325.3% |
| 1Y | +297.0% | +130.7% | +166.3% | +404.4% |
| All | +297.0% | +125.1% | +171.9% | +404.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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