+163.7%
MXL vs STZ
+13.4%
+150.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.6% |
| 7D | +13.4% | +2.6% | +10.9% | +12.6% |
| 30D | -29.2% | +15.2% | -44.4% | -33.1% |
| 3M | -27.2% | +7.6% | -34.9% | -30.2% |
| 6M | -36.4% | +5.3% | -41.7% | -39.1% |
| YTD | +220.0% | +8.6% | +211.4% | +193.0% |
| 1Y | +304.8% | +15.6% | +289.2% | +259.0% |
| 3Y | +238.5% | -35.2% | +273.6% | +280.0% |
| 5Y | -18.8% | -29.1% | +10.3% | -13.4% |
| All | +163.7% | +13.4% | +150.4% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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