+1,802.9%
TER vs MXL
+284.4%
+1,518.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -2.4% |
| 7D | +9.4% | +16.6% | -7.3% | +3.3% |
| 30D | -2.4% | +0.5% | -2.9% | -3.0% |
| 3M | +6.5% | -3.6% | +10.2% | +6.4% |
| 6M | +23.2% | +328.0% | -304.9% | -44.4% |
| YTD | +91.5% | +297.8% | -206.3% | -11.4% |
| 1Y | +214.8% | +339.4% | -124.6% | +38.0% |
| 3Y | +275.3% | +201.7% | +73.6% | +61.5% |
| 5Y | +211.9% | +32.8% | +179.2% | +85.2% |
| All | +1,802.9% | +284.4% | +1,518.6% | +569.1% |
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