+235.5%
MXL vs TXT
+266.2%
-30.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +1.6% | -4.8% | +6.4% | +4.4% |
| 30D | -7.0% | -10.6% | +3.6% | -1.0% |
| 3M | -33.4% | -13.2% | -20.2% | -28.3% |
| 6M | +260.2% | -20.3% | +280.5% | +303.8% |
| YTD | +260.0% | -9.3% | +269.2% | +273.5% |
| 1Y | +303.5% | -2.7% | +306.2% | +302.7% |
| 3Y | +160.4% | +1.4% | +159.1% | +152.0% |
| 5Y | +14.7% | +9.6% | +5.1% | +7.0% |
| 10Y | +215.6% | +94.9% | +120.7% | +106.0% |
| All | +235.5% | +266.2% | -30.7% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling