+140.5%
MXL vs TLN
+571.8%
-431.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -1.6% |
| 7D | +16.6% | +2.0% | +14.7% | +15.4% |
| 30D | +0.5% | -12.9% | +13.4% | +8.9% |
| 3M | -3.6% | -7.4% | +3.8% | +3.4% |
| 6M | +328.0% | -6.0% | +334.1% | +348.2% |
| YTD | +297.8% | -16.9% | +314.7% | +336.5% |
| 1Y | +339.4% | -22.6% | +362.0% | +394.2% |
| 3Y | +201.7% | +469.0% | -267.3% | +28.6% |
| All | +140.5% | +571.8% | -431.3% | +3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling