+314.8%
T vs MXL
+270.5%
+44.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.0% | -6.3% | -0.6% |
| 7D | -1.5% | +15.5% | -17.0% | -2.2% |
| 30D | +7.6% | -11.3% | +18.9% | +8.0% |
| 3M | +15.3% | -16.1% | +31.4% | +14.6% |
| 6M | -8.5% | +323.0% | -331.5% | -19.3% |
| YTD | +6.8% | +281.5% | -274.8% | -5.5% |
| 1Y | -7.2% | +319.3% | -326.5% | -18.8% |
| 3Y | +108.2% | +189.4% | -81.1% | +78.8% |
| 5Y | +66.1% | +26.0% | +40.1% | +49.0% |
| 10Y | +65.3% | +243.5% | -178.2% | +23.9% |
| All | +314.8% | +270.5% | +44.3% | +193.1% |
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