+198.3%
MXL vs STZ
+975.4%
-777.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -33.2% |
| 3M | -27.2% | +7.6% | -34.9% | -30.4% |
| 6M | -36.4% | +5.3% | -41.7% | -39.2% |
| YTD | +220.0% | +8.6% | +211.4% | +195.1% |
| 1Y | +304.8% | +15.6% | +289.2% | +263.5% |
| 3Y | +238.5% | -35.2% | +273.6% | +271.3% |
| 5Y | -18.8% | -29.1% | +10.3% | -14.2% |
| 10Y | +163.1% | +12.9% | +150.2% | +123.9% |
| All | +198.3% | +975.4% | -777.1% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling