+995.4%
TER vs MXL
+161.9%
+833.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.4% | 0.0% | -3.3% |
| 7D | +14.4% | +13.4% | +0.9% | +9.1% |
| 30D | -30.6% | -29.2% | -1.3% | -21.1% |
| 3M | -39.2% | -27.2% | -12.0% | -32.4% |
| 6M | -31.3% | -36.4% | +5.1% | -21.3% |
| YTD | +29.1% | +220.0% | -190.9% | -36.2% |
| 1Y | +47.4% | +304.8% | -257.4% | -34.4% |
| 3Y | +191.2% | +238.5% | -47.2% | +16.5% |
| 5Y | +74.0% | -18.8% | +92.8% | +25.3% |
| All | +995.4% | +161.9% | +833.5% | +300.6% |
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