+228.2%
TER vs MXL
+34.9%
+193.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.5% | -4.4% | +0.5% |
| 7D | +12.4% | +19.0% | -6.6% | +5.7% |
| 30D | +5.1% | +4.5% | +0.6% | +3.2% |
| 3M | +4.0% | -1.5% | +5.5% | +3.5% |
| 6M | +29.5% | +348.6% | -319.1% | -40.1% |
| YTD | +98.5% | +310.3% | -211.8% | -5.2% |
| 1Y | +234.1% | +344.7% | -110.6% | +52.2% |
| 3Y | +289.0% | +211.2% | +77.8% | +72.5% |
| 5Y | +228.2% | +34.8% | +193.3% | +114.3% |
| All | +228.2% | +34.9% | +193.2% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling