+34.8%
MXL vs S
-71.9%
+106.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.5% | +7.5% |
| 7D | +19.0% | -1.2% | +20.2% | +19.4% |
| 30D | +4.5% | -12.6% | +17.0% | +8.7% |
| 3M | -1.5% | +27.6% | -29.1% | -12.1% |
| 6M | +348.6% | +35.5% | +313.1% | +288.4% |
| YTD | +310.3% | +29.6% | +280.7% | +258.1% |
| 1Y | +344.7% | +8.1% | +336.6% | +313.4% |
| 3Y | +211.2% | +14.8% | +196.4% | +171.9% |
| 5Y | +34.8% | -70.6% | +105.4% | +65.2% |
| All | +34.8% | -71.9% | +106.7% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling