+229.2%
MXL vs TDY
+46.9%
+182.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.2% | +6.3% | +6.3% |
| 7D | +18.9% | -1.1% | +20.0% | +20.0% |
| 30D | +0.3% | -12.0% | +12.4% | +14.1% |
| 3M | -8.0% | -3.2% | -4.8% | -2.7% |
| 6M | +341.2% | -7.9% | +349.1% | +380.7% |
| YTD | +327.8% | +18.2% | +309.6% | +260.7% |
| 1Y | +364.9% | +6.7% | +358.2% | +336.6% |
| 3Y | +229.2% | +47.5% | +181.7% | +118.2% |
| All | +229.2% | +46.9% | +182.3% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling