+494.4%
TEAM vs MXL
+313.4%
+181.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.5% | -1.3% |
| 7D | -5.2% | +18.9% | -24.1% | -8.4% |
| 30D | +15.8% | +0.3% | +15.4% | +14.4% |
| 3M | +101.5% | -8.0% | +109.5% | +91.1% |
| 6M | +138.2% | +341.2% | -203.1% | +41.1% |
| YTD | +10.8% | +327.8% | -317.0% | -34.9% |
| 1Y | +1.7% | +364.9% | -363.2% | -42.3% |
| 3Y | -16.0% | +229.2% | -245.3% | -54.7% |
| 5Y | -52.7% | +42.8% | -95.5% | -68.1% |
| All | +494.4% | +313.4% | +181.1% | +184.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling