+268.8%
PG vs MXL
+315.4%
-46.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.5% | -5.9% | +1.4% |
| 7D | -0.8% | +18.9% | -19.7% | -1.4% |
| 30D | +0.8% | +0.3% | +0.5% | +0.7% |
| 3M | -1.3% | -8.0% | +6.7% | -2.0% |
| 6M | -3.8% | +341.2% | -345.1% | -11.9% |
| YTD | +3.6% | +327.8% | -324.2% | -5.1% |
| 1Y | -5.7% | +364.9% | -370.6% | -14.3% |
| 3Y | +1.6% | +229.2% | -227.6% | -8.9% |
| 5Y | +14.6% | +42.8% | -28.2% | +5.9% |
| 10Y | +121.2% | +303.1% | -181.9% | +79.8% |
| All | +268.8% | +315.4% | -46.7% | +182.7% |
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 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