+229.2%
MXL vs TNA
+101.9%
+127.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.1% | +6.5% | +6.9% |
| 7D | +18.9% | -7.3% | +26.1% | +24.1% |
| 30D | +0.3% | -14.2% | +14.5% | +10.2% |
| 3M | -8.0% | -4.6% | -3.5% | -3.3% |
| 6M | +341.2% | +36.9% | +304.3% | +275.4% |
| YTD | +327.8% | +42.5% | +285.3% | +254.5% |
| 1Y | +364.9% | +45.8% | +319.1% | +279.6% |
| 3Y | +229.2% | +104.7% | +124.6% | +105.7% |
| All | +229.2% | +101.9% | +127.4% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling