+32.8%
MXL vs STZ
-37.5%
+70.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.3% |
| 7D | +16.6% | -4.1% | +20.7% | +17.3% |
| 30D | +0.5% | -7.6% | +8.1% | +1.6% |
| 3M | -3.6% | -12.3% | +8.7% | -1.7% |
| 6M | +328.0% | -16.3% | +344.3% | +334.5% |
| YTD | +297.8% | -8.4% | +306.2% | +285.4% |
| 1Y | +339.4% | -10.8% | +350.2% | +329.4% |
| 3Y | +201.7% | -49.0% | +250.7% | +259.8% |
| 5Y | +32.8% | -36.5% | +69.2% | +30.9% |
| All | +32.8% | -37.5% | +70.3% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling