-84.2%
OPEN vs MXL
+34.9%
-119.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.5% | -9.8% | -4.8% |
| 7D | -2.9% | +19.0% | -21.9% | -8.9% |
| 30D | -13.8% | +4.5% | -18.3% | -16.2% |
| 3M | -30.9% | -1.5% | -29.4% | -36.7% |
| 6M | -40.9% | +348.6% | -389.6% | -77.5% |
| YTD | -48.5% | +310.3% | -358.8% | -79.7% |
| 1Y | -50.9% | +344.7% | -395.6% | -81.9% |
| 3Y | -20.6% | +211.2% | -231.8% | -72.8% |
| 5Y | -84.2% | +34.8% | -119.0% | -88.5% |
| All | -84.2% | +34.9% | -119.1% | -88.5% |
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