-74.1%
OPEN vs MXL
+253.1%
-327.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.0% | -3.6% | -5.6% |
| 7D | -10.5% | +16.6% | -27.2% | -15.5% |
| 30D | -21.8% | +0.5% | -22.3% | -23.0% |
| 3M | -37.5% | -3.6% | -33.9% | -42.3% |
| 6M | -44.1% | +328.0% | -372.1% | -78.0% |
| YTD | -52.0% | +297.8% | -349.8% | -80.7% |
| 1Y | -52.2% | +339.4% | -391.6% | -82.2% |
| 3Y | -25.9% | +201.7% | -227.7% | -73.7% |
| 5Y | -85.1% | +32.8% | -117.8% | -91.1% |
| All | -74.1% | +253.1% | -327.1% | -87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling