+272.4%
PLD vs MXL
+161.3%
+111.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | 0.0% |
| 7D | +0.8% | -15.9% | +16.6% | +2.1% |
| 30D | +0.5% | -44.0% | +44.5% | +5.5% |
| 3M | -5.5% | -21.3% | +15.9% | -5.2% |
| 6M | -8.3% | -46.1% | +37.7% | -6.9% |
| YTD | +4.3% | +208.8% | -204.5% | -20.7% |
| 1Y | +7.4% | +255.5% | -248.1% | -20.3% |
| 3Y | +37.1% | +223.3% | -186.2% | -6.2% |
| 5Y | +1.3% | -18.1% | +19.4% | -15.9% |
| All | +272.4% | +161.3% | +111.1% | +110.8% |
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 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