+238.5%
MXL vs TLN
+580.6%
-342.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.8% | -2.6% | -3.7% |
| 7D | +13.4% | +11.0% | +2.4% | +7.0% |
| 30D | -29.2% | +4.9% | -34.1% | -30.0% |
| 3M | -27.2% | +4.9% | -32.1% | -27.4% |
| 6M | -36.4% | +7.1% | -43.5% | -36.3% |
| YTD | +220.0% | +0.3% | +219.7% | +223.2% |
| 1Y | +304.8% | +5.9% | +298.9% | +294.7% |
| 3Y | +238.5% | +578.5% | -340.0% | +60.0% |
| All | +238.5% | +580.6% | -342.1% | +60.0% |
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