+304.8%
MXL vs REPL
+144.6%
+160.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.4% |
| 7D | +13.4% | +1.2% | +12.2% | +13.5% |
| 30D | -29.2% | +92.2% | -121.4% | -27.1% |
| 3M | -27.2% | +44.1% | -71.3% | -26.0% |
| 6M | -36.4% | +313.0% | -349.4% | -26.5% |
| YTD | +220.0% | +125.2% | +94.8% | +325.4% |
| 1Y | +304.8% | +143.8% | +161.0% | +423.3% |
| All | +304.8% | +144.6% | +160.2% | +423.3% |
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