+364.9%
MXL vs REPL
+119.0%
+245.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.4% | +10.0% | +7.5% |
| 7D | +18.9% | -14.1% | +33.0% | +18.3% |
| 30D | +0.3% | -15.2% | +15.5% | -0.2% |
| 3M | -8.0% | +49.9% | -57.9% | -5.6% |
| 6M | +341.2% | +63.5% | +277.7% | +408.0% |
| YTD | +327.8% | +32.9% | +294.9% | +393.4% |
| 1Y | +364.9% | +115.0% | +249.9% | +424.0% |
| All | +364.9% | +119.0% | +245.9% | +424.0% |
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