+302.4%
MXL vs TNA
+86.1%
+216.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.1% | +6.5% | +7.0% |
| 7D | +18.9% | -7.3% | +26.1% | +23.3% |
| 30D | +0.3% | -14.2% | +14.5% | +8.6% |
| 3M | -8.0% | -4.6% | -3.5% | -4.1% |
| 6M | +341.2% | +36.9% | +304.3% | +282.4% |
| YTD | +327.8% | +42.5% | +285.3% | +262.3% |
| 1Y | +364.9% | +45.8% | +319.1% | +289.3% |
| 3Y | +229.2% | +104.7% | +124.6% | +112.5% |
| 5Y | +42.8% | -21.7% | +64.5% | +31.5% |
| All | +302.4% | +86.1% | +216.3% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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