+364.9%
MXL vs TKO
-1.0%
+365.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.2% | +7.6% |
| 7D | +18.9% | +2.3% | +16.5% | +19.1% |
| 30D | +0.3% | -2.5% | +2.8% | -0.1% |
| 3M | -8.0% | -10.6% | +2.6% | -8.6% |
| 6M | +341.2% | -5.1% | +346.3% | +341.5% |
| YTD | +327.8% | -8.2% | +336.0% | +333.6% |
| 1Y | +364.9% | -4.4% | +369.3% | +355.8% |
| All | +364.9% | -1.0% | +365.9% | +355.8% |
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