-31.3%
TER vs MXL
-44.3%
+13.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.4% | 0.0% | -2.3% |
| 7D | +14.4% | +13.4% | +0.9% | +6.6% |
| 30D | -30.6% | -29.2% | -1.3% | -17.2% |
| 3M | -39.2% | -27.2% | -12.0% | -30.7% |
| 6M | -31.3% | -36.4% | +5.1% | -19.8% |
| All | -31.3% | -44.3% | +13.1% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling