+214.3%
MXL vs TXG
+24.6%
+189.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +5.0% | +6.7% |
| 7D | +19.0% | +9.1% | +9.8% | +15.5% |
| 30D | +4.5% | +14.9% | -10.4% | -0.9% |
| 3M | -1.5% | +120.0% | -121.5% | -25.3% |
| 6M | +348.6% | +221.8% | +126.8% | +191.5% |
| YTD | +310.3% | +312.6% | -2.3% | +141.1% |
| 1Y | +344.7% | +398.4% | -53.7% | +140.1% |
| 3Y | +211.2% | +42.1% | +169.1% | +133.1% |
| 5Y | +34.8% | -63.5% | +98.3% | +49.1% |
| All | +214.3% | +24.6% | +189.7% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling