+469.5%
RF vs MXL
+174.0%
+295.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.0% | -11.3% | -2.3% |
| 7D | -0.9% | -27.1% | +26.2% | +3.9% |
| 30D | +6.0% | -54.2% | +60.2% | +19.7% |
| 3M | -8.9% | -29.9% | +21.0% | -6.6% |
| 6M | +2.3% | -39.5% | +41.8% | +1.9% |
| YTD | +7.6% | +182.2% | -174.6% | -30.8% |
| 1Y | +21.2% | +231.8% | -210.7% | -25.4% |
| 3Y | +108.5% | +195.9% | -87.4% | +14.6% |
| 5Y | +43.2% | -27.3% | +70.5% | +5.8% |
| 10Y | +288.1% | +159.9% | +128.1% | +71.8% |
| All | +469.5% | +174.0% | +295.5% | +98.3% |
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