+302.4%
MXL vs RUN
+42.2%
+260.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.4% | +7.7% |
| 7D | +18.9% | -3.7% | +22.6% | +19.8% |
| 30D | +0.3% | -13.0% | +13.3% | +3.6% |
| 3M | -8.0% | -31.8% | +23.8% | +0.2% |
| 6M | +341.2% | -32.2% | +373.5% | +377.9% |
| YTD | +327.8% | -53.5% | +381.3% | +388.9% |
| 1Y | +364.9% | -46.5% | +411.4% | +408.4% |
| 3Y | +229.2% | -37.6% | +266.8% | +156.2% |
| 5Y | +42.8% | -80.9% | +123.6% | +39.0% |
| All | +302.4% | +42.2% | +260.2% | +94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling