+274.2%
MXL vs Z
-6.2%
+280.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.3% | -2.1% |
| 7D | +16.6% | -11.6% | +28.2% | +21.4% |
| 30D | +0.5% | -8.5% | +8.9% | +2.4% |
| 3M | -3.6% | -7.9% | +4.3% | -4.5% |
| 6M | +328.0% | -29.1% | +357.1% | +364.0% |
| YTD | +297.8% | -54.2% | +352.0% | +401.4% |
| 1Y | +339.4% | -63.5% | +403.0% | +502.0% |
| 3Y | +201.7% | -38.6% | +240.4% | +220.3% |
| 5Y | +32.8% | -66.0% | +98.7% | +60.7% |
| All | +274.2% | -6.2% | +280.4% | +161.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling