+20.0%
ON vs MXL
-19.3%
+39.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.4% | +1.8% | -1.9% |
| 7D | +12.2% | +13.4% | -1.2% | +7.6% |
| 30D | -3.1% | -29.2% | +26.1% | +6.6% |
| 3M | -12.9% | -27.2% | +14.4% | -6.9% |
| 6M | -38.6% | -36.4% | -2.2% | -34.9% |
| YTD | +31.2% | +220.0% | -188.8% | -35.3% |
| 1Y | +47.6% | +304.8% | -257.1% | -34.5% |
| 3Y | +6.6% | +238.5% | -231.9% | -60.3% |
| All | +20.0% | -19.3% | +39.3% | +3.5% |
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