+340.0%
O vs MXL
+210.8%
+129.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | -0.4% |
| 7D | -0.4% | +13.4% | -13.8% | -1.3% |
| 30D | +7.1% | -29.2% | +36.4% | +8.8% |
| 3M | -5.2% | -27.2% | +22.0% | -4.6% |
| 6M | -1.8% | -36.4% | +34.6% | -2.1% |
| YTD | +9.1% | +220.0% | -211.0% | -8.4% |
| 1Y | +9.7% | +304.8% | -295.1% | -10.1% |
| 3Y | +39.1% | +238.5% | -199.3% | +8.7% |
| 5Y | +8.4% | -18.8% | +27.1% | -3.6% |
| 10Y | +80.2% | +163.1% | -83.0% | +24.4% |
| All | +340.0% | +210.8% | +129.2% | +181.3% |
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