+47.7%
MXL vs S
-56.8%
+104.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.4% |
| 7D | +1.6% | -7.7% | +9.3% | +4.4% |
| 30D | -7.0% | -5.3% | -1.7% | -6.1% |
| 3M | -33.4% | +20.3% | -53.7% | -38.8% |
| 6M | +260.2% | +47.4% | +212.8% | +203.7% |
| YTD | +260.0% | +32.5% | +227.4% | +213.3% |
| 1Y | +303.5% | +9.5% | +293.9% | +274.4% |
| 3Y | +160.4% | +15.5% | +144.9% | +128.5% |
| 5Y | +14.7% | -71.2% | +85.9% | +35.0% |
| All | +47.7% | -56.8% | +104.4% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling