+17.2%
O vs MXL
+29.7%
-12.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.9% |
| 7D | -3.5% | +16.6% | -20.2% | -3.7% |
| 30D | -3.3% | +0.5% | -3.8% | -3.4% |
| 3M | -2.8% | -3.6% | +0.8% | -3.4% |
| 6M | -5.8% | +328.0% | -333.8% | -11.5% |
| YTD | +9.4% | +297.8% | -288.4% | +2.9% |
| 1Y | +5.7% | +339.4% | -333.7% | -1.2% |
| 3Y | +27.2% | +201.7% | -174.5% | +18.1% |
| 5Y | +17.2% | +32.8% | -15.6% | +15.0% |
| All | +17.2% | +29.7% | -12.5% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling