+338.5%
RF vs MXL
+273.2%
+65.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.1% | -1.8% |
| 7D | -0.1% | +19.0% | -19.1% | -3.1% |
| 30D | -4.0% | +4.5% | -8.5% | -5.3% |
| 3M | +5.6% | -1.5% | +7.1% | +1.0% |
| 6M | +13.1% | +348.6% | -335.6% | -28.7% |
| YTD | +13.6% | +310.3% | -296.7% | -27.4% |
| 1Y | +16.0% | +344.7% | -328.8% | -28.3% |
| 3Y | +90.2% | +211.2% | -121.0% | +12.1% |
| 5Y | +87.0% | +34.8% | +52.1% | +28.5% |
| 10Y | +338.5% | +286.5% | +51.9% | +70.7% |
| All | +338.5% | +273.2% | +65.3% | +70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling