+697.4%
PLD vs MXL
+249.5%
+447.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.3% | -1.4% |
| 7D | -2.4% | +1.6% | -4.0% | -2.6% |
| 30D | -2.4% | -7.0% | +4.6% | -2.1% |
| 3M | -3.8% | -33.4% | +29.6% | -2.3% |
| 6M | 0.0% | +260.2% | -260.1% | -25.0% |
| YTD | +9.2% | +260.0% | -250.7% | -18.5% |
| 1Y | +25.9% | +303.5% | -277.6% | -8.6% |
| 3Y | +21.3% | +160.4% | -139.1% | -13.6% |
| 5Y | +14.1% | +14.7% | -0.6% | -11.0% |
| 10Y | +237.9% | +215.6% | +22.3% | +95.7% |
| All | +697.4% | +249.5% | +447.9% | +288.3% |
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