+40.4%
MXL vs UL
+18.7%
+21.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +6.9% | +7.6% |
| 7D | +18.9% | -3.4% | +22.3% | +18.4% |
| 30D | +0.3% | +0.5% | -0.2% | +0.4% |
| 3M | -8.0% | +7.2% | -15.3% | -8.2% |
| 6M | +341.2% | -3.1% | +344.3% | +345.2% |
| YTD | +327.8% | -2.7% | +330.5% | +331.6% |
| 1Y | +364.9% | -10.2% | +375.1% | +374.0% |
| 3Y | +229.2% | +20.3% | +209.0% | +196.4% |
| All | +40.4% | +18.7% | +21.7% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling