+227.8%
MXL vs TXG
+27.0%
+200.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.3% | +4.2% | +6.4% |
| 7D | +18.9% | +9.5% | +9.4% | +15.4% |
| 30D | +0.3% | +18.8% | -18.4% | -5.9% |
| 3M | -8.0% | +136.1% | -144.2% | -31.8% |
| 6M | +341.2% | +235.2% | +106.0% | +182.9% |
| YTD | +327.8% | +320.5% | +7.3% | +149.9% |
| 1Y | +364.9% | +425.2% | -60.3% | +146.8% |
| 3Y | +229.2% | +42.9% | +186.3% | +146.4% |
| 5Y | +42.8% | -62.8% | +105.6% | +57.0% |
| All | +227.8% | +27.0% | +200.8% | +131.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling