+192.1%
MXL vs ZYBT
-37.3%
+229.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.1% | +0.7% | -22.8% | -22.1% |
| 7D | -38.1% | -3.5% | -34.6% | -38.1% |
| 30D | -59.5% | +24.3% | -83.8% | -59.5% |
| 3M | -34.3% | -41.5% | +7.2% | -34.3% |
| 6M | -45.8% | +58.6% | -104.4% | -47.2% |
| YTD | +154.2% | +20.0% | +134.2% | +149.5% |
| 1Y | +192.1% | -35.2% | +227.3% | +236.8% |
| All | +192.1% | -37.3% | +229.4% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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