-52.3%
TEAM vs MXL
+40.1%
-92.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.5% | -1.3% |
| 7D | -5.2% | +18.9% | -24.1% | -8.3% |
| 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% | +36.6% |
| YTD | +10.8% | +327.8% | -317.0% | -37.1% |
| 1Y | +1.7% | +364.9% | -363.2% | -44.6% |
| 3Y | -16.0% | +229.2% | -245.3% | -57.5% |
| All | -52.3% | +40.1% | -92.4% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling