+255.6%
MXL vs UL
+246.0%
+9.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.0% | +7.0% | +6.4% |
| 7D | +15.5% | -1.3% | +16.8% | +16.0% |
| 30D | -11.3% | +0.9% | -12.2% | -11.9% |
| 3M | -16.1% | +14.2% | -30.3% | -22.6% |
| 6M | +323.0% | -3.2% | +326.2% | +317.9% |
| YTD | +281.5% | -0.3% | +281.9% | +271.3% |
| 1Y | +319.3% | -8.8% | +328.1% | +322.1% |
| 3Y | +189.4% | +23.9% | +165.5% | +136.5% |
| 5Y | +26.0% | +21.4% | +4.6% | +2.2% |
| 10Y | +243.5% | +66.7% | +176.8% | +118.0% |
| All | +255.6% | +246.0% | +9.6% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling