+215.7%
MXL vs STZ
-49.9%
+265.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.5% | +7.1% | +7.6% |
| 7D | +19.0% | -6.0% | +25.0% | +18.6% |
| 30D | +4.5% | -8.9% | +13.4% | +4.1% |
| 3M | -1.5% | -12.6% | +11.0% | -1.7% |
| 6M | +348.6% | -17.2% | +365.8% | +342.7% |
| YTD | +310.3% | -10.0% | +320.3% | +294.3% |
| 1Y | +344.7% | -14.3% | +359.0% | +331.4% |
| All | +215.7% | -49.9% | +265.7% | +216.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling