-7.5%
T vs MXL
+366.1%
-373.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.5% | -5.5% | +2.4% |
| 7D | +1.5% | +18.9% | -17.4% | +2.3% |
| 30D | +7.5% | +0.3% | +7.1% | +7.7% |
| 3M | +14.8% | -8.0% | +22.9% | +15.1% |
| 6M | -1.7% | +341.2% | -343.0% | +5.9% |
| YTD | +8.7% | +327.8% | -319.1% | +17.2% |
| 1Y | -7.5% | +364.9% | -372.4% | -0.3% |
| All | -7.5% | +366.1% | -373.5% | -0.3% |
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 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