+303.5%
MXL vs Z
-58.8%
+362.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.7% | +5.4% |
| 7D | +1.6% | -3.0% | +4.6% | +1.3% |
| 30D | -7.0% | -4.2% | -2.8% | -7.0% |
| 3M | -33.4% | -3.7% | -29.7% | -31.4% |
| 6M | +260.2% | -24.5% | +284.7% | +292.1% |
| YTD | +260.0% | -49.3% | +309.3% | +333.2% |
| 1Y | +303.5% | -58.7% | +362.1% | +386.3% |
| All | +303.5% | -58.8% | +362.3% | +386.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling