+364.9%
MXL vs TXT
0.0%
+364.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.3% | +5.3% | +6.7% |
| 7D | +18.9% | +2.4% | +16.4% | +17.9% |
| 30D | +0.3% | -8.9% | +9.2% | +3.4% |
| 3M | -8.0% | -13.6% | +5.5% | -4.3% |
| 6M | +341.2% | -13.1% | +354.4% | +361.0% |
| YTD | +327.8% | -7.0% | +334.9% | +323.3% |
| 1Y | +364.9% | -1.4% | +366.3% | +340.1% |
| All | +364.9% | 0.0% | +364.9% | +340.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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