+50.7%
O vs MXL
+313.4%
-262.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.7% | -0.6% |
| 7D | -2.9% | +18.9% | -21.7% | -4.0% |
| 30D | -4.5% | +0.3% | -4.8% | -4.8% |
| 3M | -2.6% | -8.0% | +5.4% | -3.9% |
| 6M | -5.6% | +341.2% | -346.9% | -21.7% |
| YTD | +9.3% | +327.8% | -318.6% | -9.4% |
| 1Y | +4.3% | +364.9% | -360.6% | -14.8% |
| 3Y | +27.4% | +229.2% | -201.8% | +1.1% |
| 5Y | +17.1% | +42.8% | -25.7% | 0.0% |
| All | +50.7% | +313.4% | -262.6% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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