+249.9%
PLD vs MXL
+273.2%
-23.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.5% | -9.6% | -2.8% |
| 7D | -0.7% | +19.0% | -19.7% | -2.6% |
| 30D | -2.2% | +4.5% | -6.7% | -3.1% |
| 3M | -7.4% | -1.5% | -5.9% | -10.2% |
| 6M | +1.9% | +348.6% | -346.7% | -24.0% |
| YTD | +7.9% | +310.3% | -302.4% | -18.8% |
| 1Y | +25.1% | +344.7% | -319.6% | -7.9% |
| 3Y | +21.9% | +211.2% | -189.3% | -13.1% |
| 5Y | +16.3% | +34.8% | -18.5% | -8.7% |
| 10Y | +249.9% | +286.5% | -36.7% | +94.0% |
| All | +249.9% | +273.2% | -23.4% | +94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling