+46.9%
PM vs MXL
+276.5%
-229.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -11.1% | +12.7% | +0.9% |
| 7D | +4.3% | -24.3% | +28.6% | +2.7% |
| 30D | +11.5% | -46.1% | +57.6% | +8.0% |
| 3M | +13.0% | -21.8% | +34.9% | +12.2% |
| 6M | +25.9% | -27.2% | +53.1% | +25.8% |
| YTD | +34.0% | +226.2% | -192.2% | +42.1% |
| 1Y | +46.9% | +297.0% | -250.1% | +57.8% |
| All | +46.9% | +276.5% | -229.6% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling