+297.0%
MXL vs TXG
+406.9%
-109.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.4% | -14.5% | -12.1% |
| 7D | -24.3% | -19.3% | -5.1% | -19.8% |
| 30D | -46.1% | -30.9% | -15.2% | -41.3% |
| 3M | -21.8% | +41.1% | -62.9% | -29.5% |
| 6M | -27.2% | +211.9% | -239.1% | -40.4% |
| YTD | +226.2% | +314.0% | -87.8% | +147.2% |
| 1Y | +297.0% | +405.4% | -108.4% | +191.9% |
| All | +297.0% | +406.9% | -109.9% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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