+206.1%
MXL vs UL
+19.9%
+186.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.7% | -4.0% |
| 7D | +16.6% | -4.1% | +20.7% | +13.4% |
| 30D | +0.5% | -1.2% | +1.7% | +0.1% |
| 3M | -3.6% | +6.0% | -9.6% | +1.9% |
| 6M | +328.0% | -5.5% | +333.5% | +332.9% |
| YTD | +297.8% | -3.3% | +301.1% | +309.0% |
| 1Y | +339.4% | -9.8% | +349.2% | +338.5% |
| All | +206.1% | +19.9% | +186.2% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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