+270.8%
MXL vs TNA
+387.8%
-117.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -1.6% |
| 7D | +16.6% | -7.6% | +24.2% | +20.7% |
| 30D | +0.5% | -13.6% | +14.1% | +7.7% |
| 3M | -3.6% | +2.8% | -6.5% | -3.0% |
| 6M | +328.0% | +34.5% | +293.5% | +278.7% |
| YTD | +297.8% | +41.0% | +256.8% | +243.8% |
| 1Y | +339.4% | +52.0% | +287.4% | +267.2% |
| 3Y | +201.7% | +103.5% | +98.3% | +104.7% |
| 5Y | +32.8% | -22.5% | +55.3% | +25.9% |
| 10Y | +274.8% | +81.9% | +192.9% | +90.3% |
| All | +270.8% | +387.8% | -117.0% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling