+70.3%
T vs MXL
+313.4%
-243.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.5% | -5.5% | +1.8% |
| 7D | +1.5% | +18.9% | -17.4% | +0.9% |
| 30D | +7.5% | +0.3% | +7.1% | +7.3% |
| 3M | +14.8% | -8.0% | +22.9% | +13.9% |
| 6M | -1.7% | +341.2% | -343.0% | -11.8% |
| YTD | +8.7% | +327.8% | -319.1% | -2.6% |
| 1Y | -7.5% | +364.9% | -372.4% | -17.9% |
| 3Y | +110.2% | +229.2% | -119.0% | +82.8% |
| 5Y | +71.6% | +42.8% | +28.9% | +56.8% |
| All | +70.3% | +313.4% | -243.1% | +14.2% |
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