+272.5%
PM vs MXL
+161.9%
+110.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.6% | +1.3% |
| 7D | +0.5% | +13.4% | -12.9% | +0.2% |
| 30D | -3.2% | -29.2% | +26.0% | -2.7% |
| 3M | +6.2% | -27.2% | +33.5% | +6.4% |
| 6M | +7.7% | -36.4% | +44.1% | +7.4% |
| YTD | +27.3% | +220.0% | -192.8% | +15.8% |
| 1Y | +32.8% | +304.8% | -272.0% | +19.1% |
| 3Y | +150.0% | +238.5% | -88.5% | +114.2% |
| 5Y | +164.2% | -18.8% | +183.0% | +155.6% |
| All | +272.5% | +161.9% | +110.6% | +160.5% |
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