+648.3%
PM vs MXL
+249.5%
+398.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -2.2% |
| 7D | -4.9% | +1.6% | -6.5% | -5.0% |
| 30D | -3.4% | -7.0% | +3.6% | -3.3% |
| 3M | +5.2% | -33.4% | +38.6% | +5.7% |
| 6M | +3.7% | +260.2% | -256.4% | -7.1% |
| YTD | +15.8% | +260.0% | -244.2% | +3.5% |
| 1Y | +17.4% | +303.5% | -286.1% | +3.6% |
| 3Y | +116.9% | +160.4% | -43.5% | +88.9% |
| 5Y | +117.3% | +14.7% | +102.6% | +97.4% |
| 10Y | +193.8% | +215.6% | -21.8% | +121.7% |
| All | +648.3% | +249.5% | +398.8% | +433.5% |
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 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