+215.7%
MXL vs Z
-37.2%
+252.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.7% | +8.2% | +7.7% |
| 7D | +19.0% | -7.1% | +26.0% | +20.6% |
| 30D | +4.5% | -4.8% | +9.3% | +4.8% |
| 3M | -1.5% | -9.3% | +7.8% | -1.2% |
| 6M | +348.6% | -29.0% | +377.6% | +385.3% |
| YTD | +310.3% | -52.9% | +363.2% | +407.9% |
| 1Y | +344.7% | -63.1% | +407.9% | +500.9% |
| All | +215.7% | -37.2% | +252.9% | +227.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling