+95.0%
RF vs MXL
+166.4%
-71.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -0.4% |
| 7D | +1.3% | +1.6% | -0.3% | +1.2% |
| 30D | -3.6% | -7.0% | +3.4% | -3.4% |
| 3M | +8.1% | -33.4% | +41.5% | +9.2% |
| 6M | +11.5% | +260.2% | -248.7% | -10.2% |
| YTD | +15.6% | +260.0% | -244.4% | -7.2% |
| 1Y | +15.7% | +303.5% | -287.8% | -9.5% |
| All | +95.0% | +166.4% | -71.4% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling