-89.0%
OPEN vs MXL
+184.0%
-273.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.4% | +1.7% | -1.9% |
| 7D | -15.0% | +13.4% | -28.4% | -18.7% |
| 30D | -40.2% | -29.2% | -11.0% | -35.7% |
| 3M | -67.4% | -27.2% | -40.2% | -66.4% |
| 6M | -74.0% | -36.4% | -37.6% | -74.2% |
| YTD | -79.6% | +220.0% | -299.6% | -91.7% |
| 1Y | -86.1% | +304.8% | -390.9% | -95.0% |
| 3Y | -41.4% | +238.5% | -279.9% | -82.6% |
| 5Y | -94.9% | -18.8% | -76.1% | -96.6% |
| All | -89.0% | +184.0% | -273.0% | -94.7% |
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 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