0.0%
PPL vs MXL
+265.9%
-265.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +13.7% | -14.0% | -0.1% |
| 7D | -1.2% | -8.8% | +7.6% | -1.3% |
| 30D | +4.2% | -41.9% | +46.1% | +3.8% |
| 3M | +1.5% | -25.4% | +26.9% | +1.4% |
| 6M | +1.0% | -44.0% | +45.0% | +0.7% |
| YTD | +4.4% | +220.8% | -216.4% | +3.0% |
| All | 0.0% | +265.9% | -265.9% | -1.6% |
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