+297.0%
MXL vs S
+36.5%
+260.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.6% | -12.8% | -11.4% |
| 7D | -24.3% | -8.2% | -16.1% | -23.0% |
| 30D | -46.1% | -7.6% | -38.5% | -45.3% |
| 3M | -21.8% | +12.0% | -33.8% | -23.1% |
| 6M | -27.2% | +50.6% | -77.8% | -36.0% |
| YTD | +226.2% | +56.6% | +169.6% | +178.1% |
| 1Y | +297.0% | +39.2% | +257.8% | +246.3% |
| All | +297.0% | +36.5% | +260.5% | +246.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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