-17.0%
TEAM vs MXL
+209.6%
-226.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.8% | +0.1% |
| 7D | -4.7% | +19.0% | -23.7% | -6.2% |
| 30D | +17.0% | +4.5% | +12.5% | +15.9% |
| 3M | +85.9% | -1.5% | +87.4% | +78.2% |
| 6M | +116.7% | +348.6% | -232.0% | +55.0% |
| YTD | +9.6% | +310.3% | -300.6% | -21.2% |
| 1Y | -2.5% | +344.7% | -347.2% | -31.7% |
| All | -17.0% | +209.6% | -226.5% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling