+34.8%
MXL vs REPL
-53.9%
+88.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.2% | +9.7% | +7.6% |
| 7D | +19.0% | -9.6% | +28.6% | +19.3% |
| 30D | +4.5% | +5.7% | -1.2% | +4.3% |
| 3M | -1.5% | +56.4% | -57.9% | -3.6% |
| 6M | +348.6% | +67.4% | +281.2% | +336.2% |
| YTD | +310.3% | +48.7% | +261.6% | +300.3% |
| 1Y | +344.7% | +148.3% | +196.4% | +303.8% |
| 3Y | +211.2% | -26.7% | +237.9% | +179.2% |
| 5Y | +34.8% | -54.1% | +89.0% | +35.0% |
| All | +34.8% | -53.9% | +88.7% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling