+55.3%
ON vs MXL
+366.1%
-310.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +7.5% | +1.0% | +7.0% |
| 7D | +2.4% | +18.9% | -16.5% | -1.2% |
| 30D | -8.6% | +0.3% | -8.9% | -9.1% |
| 3M | -34.3% | -8.0% | -26.3% | -34.8% |
| 6M | +28.5% | +341.2% | -312.7% | -27.1% |
| YTD | +40.6% | +327.8% | -287.2% | -19.9% |
| 1Y | +55.3% | +364.9% | -309.6% | -17.7% |
| All | +55.3% | +366.1% | -310.7% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling