+40.4%
MXL vs TKO
+291.2%
-250.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.2% | +7.4% |
| 7D | +18.9% | +2.3% | +16.5% | +18.0% |
| 30D | +0.3% | -2.5% | +2.8% | +1.0% |
| 3M | -8.0% | -10.6% | +2.6% | -5.4% |
| 6M | +341.2% | -5.1% | +346.3% | +341.1% |
| YTD | +327.8% | -8.2% | +336.0% | +330.9% |
| 1Y | +364.9% | -4.4% | +369.3% | +358.5% |
| 3Y | +229.2% | +100.4% | +128.9% | +143.7% |
| All | +40.4% | +291.2% | -250.8% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling