+238.5%
MXL vs TXT
+10.4%
+228.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.0% |
| 7D | +13.4% | +0.1% | +13.3% | +13.4% |
| 30D | -29.2% | +13.3% | -42.6% | -34.9% |
| 3M | -27.2% | -5.0% | -22.3% | -25.2% |
| 6M | -36.4% | -8.4% | -28.0% | -33.7% |
| YTD | +220.0% | -4.0% | +224.0% | +216.6% |
| 1Y | +304.8% | +2.8% | +302.0% | +278.9% |
| 3Y | +238.5% | +10.3% | +228.2% | +186.5% |
| All | +238.5% | +10.4% | +228.1% | +186.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling