+263.4%
T vs MXL
+210.8%
+52.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.2% |
| 7D | +2.5% | +13.4% | -10.9% | +2.0% |
| 30D | -3.8% | -29.2% | +25.5% | -2.9% |
| 3M | -8.7% | -27.2% | +18.5% | -8.4% |
| 6M | -8.1% | -36.4% | +28.3% | -8.5% |
| YTD | -6.4% | +220.0% | -226.5% | -17.3% |
| 1Y | -9.8% | +304.8% | -314.5% | -21.6% |
| 3Y | +65.5% | +238.5% | -173.0% | +38.1% |
| 5Y | +57.0% | -18.8% | +75.7% | +45.0% |
| 10Y | +60.8% | +163.1% | -102.3% | +21.4% |
| All | +263.4% | +210.8% | +52.7% | +156.5% |
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