+189.4%
MXL vs S
+13.8%
+175.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.3% | +8.3% | +6.9% |
| 7D | +15.5% | -5.8% | +21.3% | +18.0% |
| 30D | -11.3% | -9.2% | -2.1% | -9.0% |
| 3M | -16.1% | +23.4% | -39.5% | -25.4% |
| 6M | +323.0% | +36.9% | +286.1% | +255.1% |
| YTD | +281.5% | +29.5% | +252.0% | +224.9% |
| 1Y | +319.3% | +5.4% | +313.9% | +289.2% |
| 3Y | +189.4% | +14.7% | +174.7% | +127.6% |
| All | +189.4% | +13.8% | +175.6% | +127.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling