+47.4%
TER vs MXL
+277.9%
-230.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.4% | 0.0% | -3.8% |
| 7D | +14.4% | +13.4% | +0.9% | +10.4% |
| 30D | -30.6% | -29.2% | -1.3% | -23.8% |
| 3M | -39.2% | -27.2% | -12.0% | -34.0% |
| 6M | -31.3% | -36.4% | +5.1% | -23.3% |
| YTD | +29.1% | +220.0% | -190.9% | -12.0% |
| 1Y | +47.4% | +304.8% | -257.4% | -11.1% |
| All | +47.4% | +277.9% | -230.5% | -11.1% |
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 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