+128.7%
PM vs MXL
+34.9%
+93.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.0% | +0.7% |
| 7D | -1.2% | +19.0% | -20.2% | -0.8% |
| 30D | -0.2% | +4.5% | -4.6% | 0.0% |
| 3M | +4.9% | -1.5% | +6.4% | +5.2% |
| 6M | +9.0% | +348.6% | -339.6% | +11.1% |
| YTD | +17.8% | +310.3% | -292.5% | +20.0% |
| 1Y | +16.8% | +344.7% | -327.9% | +19.0% |
| 3Y | +125.4% | +211.2% | -85.7% | +128.5% |
| 5Y | +128.7% | +34.8% | +93.8% | +130.3% |
| All | +128.7% | +34.9% | +93.8% | +130.3% |
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 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