+297.0%
MXL vs TKO
+5.6%
+291.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.4% | -14.5% | -10.2% |
| 7D | -24.3% | +11.3% | -35.6% | -22.1% |
| 30D | -46.1% | +9.3% | -55.4% | -44.7% |
| 3M | -21.8% | +5.3% | -27.1% | -20.1% |
| 6M | -27.2% | +4.9% | -32.1% | -26.5% |
| YTD | +226.2% | -6.3% | +232.5% | +237.0% |
| 1Y | +297.0% | +4.9% | +292.1% | +291.6% |
| All | +297.0% | +5.6% | +291.3% | +291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling