+15.5%
PLD vs MXL
+23.2%
-7.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.0% | -5.2% | +0.4% |
| 7D | -0.9% | +15.5% | -16.3% | -1.9% |
| 30D | -1.2% | -11.3% | +10.1% | -0.6% |
| 3M | -2.3% | -16.1% | +13.8% | -3.3% |
| 6M | +4.5% | +323.0% | -318.5% | -16.8% |
| YTD | +10.1% | +281.5% | -271.4% | -11.6% |
| 1Y | +25.9% | +319.3% | -293.4% | -0.9% |
| 3Y | +24.4% | +189.4% | -165.0% | -4.7% |
| 5Y | +15.5% | +26.0% | -10.5% | -3.0% |
| All | +15.5% | +23.2% | -7.7% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling