+264.3%
MXL vs REPL
-6.0%
+270.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.2% | +5.6% |
| 7D | +1.6% | -3.0% | +4.6% | +1.8% |
| 30D | -7.0% | +27.1% | -34.1% | -8.5% |
| 3M | -33.4% | +52.4% | -85.8% | -36.7% |
| 6M | +260.2% | +107.4% | +152.7% | +213.5% |
| YTD | +260.0% | +54.7% | +205.2% | +221.3% |
| 1Y | +303.5% | +158.9% | +144.6% | +220.8% |
| 3Y | +160.4% | -23.7% | +184.2% | +90.9% |
| 5Y | +14.7% | -54.3% | +69.0% | -10.8% |
| All | +264.3% | -6.0% | +270.3% | +101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling