+17.9%
PM vs MXL
+366.1%
-348.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.9% | +1.1% |
| 7D | +4.7% | +18.9% | -14.2% | +5.7% |
| 30D | +2.6% | +0.3% | +2.3% | +2.8% |
| 3M | +6.6% | -8.0% | +14.6% | +7.3% |
| 6M | +16.5% | +341.2% | -324.7% | +28.9% |
| YTD | +21.2% | +327.8% | -306.7% | +34.4% |
| 1Y | +17.9% | +364.9% | -347.0% | +32.0% |
| All | +17.9% | +366.1% | -348.1% | +32.0% |
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 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