-28.3%
ON vs MXL
+200.2%
-228.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.4% |
| 7D | -4.7% | +16.6% | -21.4% | -8.5% |
| 30D | -13.5% | +0.5% | -14.0% | -14.3% |
| 3M | -36.3% | -3.6% | -32.7% | -38.0% |
| 6M | +17.8% | +328.0% | -310.3% | -33.8% |
| YTD | +29.6% | +297.8% | -268.2% | -25.5% |
| 1Y | +45.8% | +339.4% | -293.6% | -19.5% |
| All | -28.3% | +200.2% | -228.5% | -59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling