+214.8%
TER vs MXL
+329.6%
-114.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -2.8% |
| 7D | +9.4% | +16.6% | -7.3% | +5.4% |
| 30D | -2.4% | +0.5% | -2.9% | -2.6% |
| 3M | +6.5% | -3.6% | +10.2% | +9.6% |
| 6M | +23.2% | +328.0% | -304.9% | -25.3% |
| YTD | +91.5% | +297.8% | -206.3% | +18.9% |
| 1Y | +214.8% | +339.4% | -124.6% | +81.6% |
| All | +214.8% | +329.6% | -114.8% | +81.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling