+297.0%
MXL vs RUN
-53.7%
+350.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.3% | -12.4% | -11.4% |
| 7D | -24.3% | +18.5% | -42.8% | -27.7% |
| 30D | -46.1% | +15.5% | -61.6% | -48.2% |
| 3M | -21.8% | -20.3% | -1.5% | -17.8% |
| 6M | -27.2% | -30.8% | +3.6% | -20.5% |
| YTD | +226.2% | -52.2% | +278.4% | +262.2% |
| 1Y | +297.0% | -53.9% | +350.9% | +341.1% |
| All | +297.0% | -53.7% | +350.7% | +341.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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