+353.7%
O vs MXL
+249.5%
+104.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.2% |
| 7D | -0.7% | +1.6% | -2.4% | -0.9% |
| 30D | -1.9% | -7.0% | +5.1% | -1.7% |
| 3M | +3.8% | -33.4% | +37.2% | +4.8% |
| 6M | -4.7% | +260.2% | -264.9% | -19.3% |
| YTD | +12.5% | +260.0% | -247.5% | -5.0% |
| 1Y | +10.8% | +303.5% | -292.6% | -8.0% |
| 3Y | +28.8% | +160.4% | -131.7% | +5.3% |
| 5Y | +13.2% | +14.7% | -1.5% | -2.0% |
| 10Y | +53.5% | +215.6% | -162.1% | +5.8% |
| All | +353.7% | +249.5% | +104.2% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling