+511.9%
RF vs MXL
+249.5%
+262.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -1.1% |
| 7D | +1.3% | +1.6% | -0.3% | +1.0% |
| 30D | -3.6% | -7.0% | +3.4% | -3.1% |
| 3M | +8.1% | -33.4% | +41.5% | +10.8% |
| 6M | +11.5% | +260.2% | -248.7% | -28.7% |
| YTD | +15.6% | +260.0% | -244.4% | -26.5% |
| 1Y | +15.7% | +303.5% | -287.8% | -29.5% |
| 3Y | +86.9% | +160.4% | -73.6% | +11.0% |
| 5Y | +89.8% | +14.7% | +75.1% | +29.7% |
| 10Y | +344.7% | +215.6% | +129.1% | +96.7% |
| All | +511.9% | +249.5% | +262.4% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling