+215.7%
MXL vs TXT
+5.5%
+210.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.1% | +7.3% |
| 7D | +19.0% | +0.8% | +18.2% | +18.4% |
| 30D | +4.5% | -10.4% | +14.9% | +11.7% |
| 3M | -1.5% | -14.3% | +12.8% | +7.7% |
| 6M | +348.6% | -15.1% | +363.7% | +389.3% |
| YTD | +310.3% | -8.3% | +318.6% | +320.0% |
| 1Y | +344.7% | -0.7% | +345.4% | +329.0% |
| All | +215.7% | +5.5% | +210.2% | +191.2% |
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