+297.0%
MXL vs TLN
-17.6%
+314.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -8.5% | -2.6% | -4.7% |
| 7D | -24.3% | -6.0% | -18.3% | -20.4% |
| 30D | -46.1% | -1.5% | -44.6% | -44.6% |
| 3M | -21.8% | -3.9% | -17.9% | -17.4% |
| 6M | -27.2% | -15.0% | -12.2% | -16.3% |
| YTD | +226.2% | -12.8% | +239.0% | +259.4% |
| 1Y | +297.0% | -17.3% | +314.3% | +351.6% |
| All | +297.0% | -17.6% | +314.6% | +351.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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