+516.9%
MXL vs RUN
-29.4%
+546.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.7% | +2.3% | +5.2% |
| 7D | +15.5% | +10.2% | +5.3% | +13.1% |
| 30D | -11.3% | -9.6% | -1.7% | -9.3% |
| 3M | -16.1% | -31.5% | +15.4% | -8.9% |
| 6M | +323.0% | -18.7% | +341.7% | +339.4% |
| YTD | +281.5% | -49.9% | +331.4% | +326.5% |
| 1Y | +319.3% | -45.5% | +364.8% | +354.9% |
| 3Y | +189.4% | -34.1% | +223.5% | +129.7% |
| 5Y | +26.0% | -79.4% | +105.4% | +21.5% |
| 10Y | +243.5% | +48.9% | +194.5% | +98.1% |
| All | +516.9% | -29.4% | +546.3% | +272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling