-18.7%
OPEN vs MXL
+209.6%
-228.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.5% | -9.8% | -3.9% |
| 7D | -2.9% | +19.0% | -21.9% | -6.8% |
| 30D | -13.8% | +4.5% | -18.3% | -15.3% |
| 3M | -30.9% | -1.5% | -29.4% | -34.3% |
| 6M | -40.9% | +348.6% | -389.6% | -68.3% |
| YTD | -48.5% | +310.3% | -358.8% | -71.7% |
| 1Y | -50.9% | +344.7% | -395.6% | -74.2% |
| All | -18.7% | +209.6% | -228.3% | -53.6% |
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 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