+302.4%
MXL vs TDY
+479.2%
-176.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.2% | +6.3% | +6.5% |
| 7D | +18.9% | -1.1% | +20.0% | +19.9% |
| 30D | +0.3% | -12.0% | +12.4% | +12.4% |
| 3M | -8.0% | -3.2% | -4.8% | -3.6% |
| 6M | +341.2% | -7.9% | +349.1% | +376.5% |
| YTD | +327.8% | +18.2% | +309.6% | +270.5% |
| 1Y | +364.9% | +6.7% | +358.2% | +341.2% |
| 3Y | +229.2% | +47.5% | +181.7% | +139.3% |
| 5Y | +42.8% | +39.5% | +3.3% | +11.0% |
| All | +302.4% | +479.2% | -176.8% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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