-0.2%
PPL vs MXL
+349.5%
-349.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.5% | -9.0% | -1.4% |
| 7D | 0.0% | +19.0% | -19.0% | +0.2% |
| 30D | -1.3% | +4.5% | -5.7% | -1.1% |
| 3M | -2.6% | -1.5% | -1.1% | -2.6% |
| 6M | -8.4% | +348.6% | -357.0% | -9.6% |
| YTD | +0.2% | +310.3% | -310.1% | -0.6% |
| 1Y | -0.2% | +344.7% | -344.9% | -1.5% |
| All | -0.2% | +349.5% | -349.7% | -1.5% |
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 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