+303.5%
MXL vs REPL
+161.1%
+142.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.2% | +5.5% |
| 7D | +1.6% | -3.0% | +4.6% | +1.5% |
| 30D | -7.0% | +27.1% | -34.1% | -6.1% |
| 3M | -33.4% | +52.4% | -85.8% | -31.9% |
| 6M | +260.2% | +107.4% | +152.7% | +316.4% |
| YTD | +260.0% | +54.7% | +205.2% | +317.1% |
| 1Y | +303.5% | +158.9% | +144.6% | +359.1% |
| All | +303.5% | +161.1% | +142.4% | +359.1% |
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