+12.8%
TEAM vs MXL
+316.6%
-303.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.2% | -2.7% |
| 7D | -0.4% | +1.6% | -2.1% | -0.5% |
| 30D | +67.3% | -7.0% | +74.3% | +67.3% |
| 3M | +86.8% | -33.4% | +120.2% | +86.0% |
| 6M | +146.8% | +260.2% | -113.3% | +105.3% |
| YTD | +16.9% | +260.0% | -243.0% | -4.3% |
| 1Y | +12.8% | +303.5% | -290.7% | -12.3% |
| All | +12.8% | +316.6% | -303.8% | -12.3% |
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