+63.2%
MXL vs S
-56.9%
+120.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.7% |
| 7D | +16.6% | +0.1% | +16.6% | +16.5% |
| 30D | +0.5% | -11.8% | +12.3% | +4.1% |
| 3M | -3.6% | +33.9% | -37.6% | -15.2% |
| 6M | +328.0% | +40.1% | +287.9% | +267.8% |
| YTD | +297.8% | +32.1% | +265.8% | +246.4% |
| 1Y | +339.4% | +11.0% | +328.4% | +305.6% |
| 3Y | +201.7% | +16.9% | +184.8% | +163.6% |
| 5Y | +32.8% | -68.9% | +101.7% | +54.6% |
| All | +63.2% | -56.9% | +120.1% | +77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling