+40.4%
MXL vs TXG
-62.8%
+103.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.3% | +4.2% | +6.4% |
| 7D | +18.9% | +9.5% | +9.4% | +15.5% |
| 30D | +0.3% | +18.8% | -18.4% | -5.7% |
| 3M | -8.0% | +136.1% | -144.2% | -31.3% |
| 6M | +341.2% | +235.2% | +106.0% | +186.8% |
| YTD | +327.8% | +320.5% | +7.3% | +153.9% |
| 1Y | +364.9% | +425.2% | -60.3% | +151.3% |
| 3Y | +229.2% | +42.9% | +186.3% | +148.4% |
| All | +40.4% | -62.8% | +103.2% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling