+364.9%
MXL vs STZ
-11.8%
+376.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.1% | +8.6% | +7.1% |
| 7D | +18.9% | -4.5% | +23.3% | +16.8% |
| 30D | +0.3% | -8.6% | +8.9% | -2.9% |
| 3M | -8.0% | -13.8% | +5.7% | -12.1% |
| 6M | +341.2% | -17.2% | +358.4% | +305.2% |
| YTD | +327.8% | -9.4% | +337.2% | +273.2% |
| 1Y | +364.9% | -11.9% | +376.8% | +307.2% |
| All | +364.9% | -11.8% | +376.7% | +307.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling