+19.3%
RF vs MXL
+252.3%
-233.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.8% |
| 7D | +0.3% | -15.9% | +16.2% | +0.3% |
| 30D | +6.2% | -44.0% | +50.2% | +6.0% |
| 3M | -7.8% | -21.3% | +13.5% | -7.9% |
| 6M | +5.9% | -46.1% | +52.0% | +5.7% |
| YTD | +9.0% | +208.8% | -199.8% | -5.0% |
| 1Y | +19.3% | +255.5% | -236.3% | -0.6% |
| All | +19.3% | +252.3% | -233.0% | -0.6% |
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