+206.1%
MXL vs RUN
-38.5%
+244.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.8% |
| 7D | +16.6% | -3.4% | +20.0% | +17.1% |
| 30D | +0.5% | -14.0% | +14.4% | +2.3% |
| 3M | -3.6% | -27.5% | +23.9% | +0.2% |
| 6M | +328.0% | -29.0% | +357.0% | +345.1% |
| YTD | +297.8% | -53.1% | +350.9% | +325.8% |
| 1Y | +339.4% | -46.7% | +386.1% | +363.1% |
| All | +206.1% | -38.5% | +244.6% | +191.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling