+134.5%
PH vs MXL
+237.7%
-103.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.4% |
| 7D | +4.3% | +13.4% | -9.1% | +3.1% |
| 30D | +0.1% | -29.2% | +29.4% | +2.4% |
| 3M | -9.4% | -27.2% | +17.9% | -8.2% |
| 6M | +8.8% | -36.4% | +45.2% | +9.5% |
| YTD | +9.6% | +220.0% | -210.4% | -12.1% |
| 1Y | +14.4% | +304.8% | -290.3% | -11.4% |
| 3Y | +134.5% | +238.5% | -103.9% | +68.8% |
| All | +134.5% | +237.7% | -103.1% | +68.8% |
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