+68.3%
T vs MXL
+29.7%
+38.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +1.5% |
| 7D | -2.4% | +16.6% | -19.1% | -2.2% |
| 30D | +4.3% | +0.5% | +3.8% | +4.4% |
| 3M | +11.6% | -3.6% | +15.2% | +11.5% |
| 6M | -5.6% | +328.0% | -333.6% | -6.1% |
| YTD | +6.6% | +297.8% | -291.3% | +6.0% |
| 1Y | -8.4% | +339.4% | -347.8% | -9.1% |
| 3Y | +107.8% | +201.7% | -93.9% | +105.2% |
| 5Y | +68.3% | +32.8% | +35.5% | +61.2% |
| All | +68.3% | +29.7% | +38.6% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling