-14.1%
MXL vs S
-70.0%
+55.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.3% | +4.6% | +0.7% |
| 7D | +33.1% | +4.1% | +29.0% | +31.5% |
| 30D | -33.5% | -7.2% | -26.3% | -30.9% |
| 3M | -20.7% | 0.0% | -20.6% | -21.6% |
| 6M | -35.9% | +41.6% | -77.5% | -45.5% |
| YTD | +238.3% | +48.6% | +189.7% | +179.1% |
| 1Y | +296.2% | +30.0% | +266.2% | +242.1% |
| 3Y | +254.1% | +42.2% | +212.0% | +184.4% |
| 5Y | -14.1% | -70.8% | +56.6% | +17.9% |
| All | -14.1% | -70.0% | +55.9% | +17.9% |
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