-70.8%
OPEN vs MXL
+219.5%
-290.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | -1.3% |
| 7D | -4.3% | +1.6% | -5.9% | -4.8% |
| 30D | -16.2% | -7.0% | -9.2% | -15.4% |
| 3M | -36.4% | -33.4% | -3.0% | -32.6% |
| 6M | -35.5% | +260.2% | -295.6% | -72.8% |
| YTD | -46.0% | +260.0% | -305.9% | -77.4% |
| 1Y | -47.1% | +303.5% | -350.6% | -79.7% |
| 3Y | -19.0% | +160.4% | -179.5% | -69.3% |
| 5Y | -83.6% | +14.7% | -98.3% | -89.7% |
| All | -70.8% | +219.5% | -290.3% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling