+364.9%
MXL vs TSN
-1.7%
+366.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.0% | +6.6% | +8.1% |
| 7D | +18.9% | +3.0% | +15.8% | +20.8% |
| 30D | +0.3% | -4.2% | +4.5% | -2.0% |
| 3M | -8.0% | -3.9% | -4.1% | -9.4% |
| 6M | +341.2% | -9.8% | +351.1% | +317.0% |
| YTD | +327.8% | -7.3% | +335.1% | +307.2% |
| 1Y | +364.9% | -2.2% | +367.1% | +304.4% |
| All | +364.9% | -1.7% | +366.6% | +304.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling