+475.6%
MXL vs Z
+25.1%
+450.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.7% | +6.3% |
| 7D | +1.6% | -3.0% | +4.6% | +2.7% |
| 30D | -7.0% | -4.2% | -2.8% | -6.6% |
| 3M | -33.4% | -3.7% | -29.7% | -34.7% |
| 6M | +260.2% | -24.5% | +284.7% | +282.3% |
| YTD | +260.0% | -49.3% | +309.3% | +335.7% |
| 1Y | +303.5% | -58.7% | +362.1% | +424.1% |
| 3Y | +160.4% | -34.1% | +194.6% | +171.0% |
| 5Y | +14.7% | -64.5% | +79.2% | +36.6% |
| 10Y | +215.6% | -0.5% | +216.1% | +135.1% |
| All | +475.6% | +25.1% | +450.5% | +292.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling