+215.7%
MXL vs TLN
+483.9%
-268.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.9% | +9.4% | +8.6% |
| 7D | +19.0% | +5.8% | +13.1% | +15.4% |
| 30D | +4.5% | -6.9% | +11.3% | +9.1% |
| 3M | -1.5% | -10.9% | +9.4% | +7.2% |
| 6M | +348.6% | -4.6% | +353.2% | +365.5% |
| YTD | +310.3% | -14.7% | +325.0% | +343.7% |
| 1Y | +344.7% | -17.9% | +362.6% | +384.4% |
| All | +215.7% | +483.9% | -268.2% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling