+270.8%
MXL vs TKO
+1,631.3%
-1,360.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.8% |
| 7D | +16.6% | +0.1% | +16.5% | +16.5% |
| 30D | +0.5% | -2.6% | +3.1% | +1.1% |
| 3M | -3.6% | -7.8% | +4.1% | -2.1% |
| 6M | +328.0% | -7.0% | +335.0% | +330.6% |
| YTD | +297.8% | -8.5% | +306.4% | +300.6% |
| 1Y | +339.4% | -1.3% | +340.7% | +331.2% |
| 3Y | +201.7% | +105.0% | +96.8% | +135.1% |
| 5Y | +32.8% | +292.9% | -260.1% | -15.8% |
| 10Y | +274.8% | +979.3% | -704.5% | +67.7% |
| All | +270.8% | +1,631.3% | -1,360.5% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling