+740.1%
TEAM vs MXL
+288.0%
+452.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.0% | -12.9% | -8.1% |
| 7D | -5.7% | +15.5% | -21.1% | -8.4% |
| 30D | +18.3% | -11.3% | +29.7% | +19.6% |
| 3M | +80.2% | -16.1% | +96.3% | +73.4% |
| 6M | +111.0% | +323.0% | -212.0% | +25.2% |
| YTD | +8.8% | +281.5% | -272.7% | -34.7% |
| 1Y | +2.2% | +319.3% | -317.1% | -41.0% |
| 3Y | -14.6% | +189.4% | -204.0% | -52.7% |
| 5Y | -53.8% | +26.0% | -79.8% | -68.2% |
| 10Y | +475.2% | +243.5% | +231.7% | +181.8% |
| All | +740.1% | +288.0% | +452.1% | +268.4% |
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