+3,401.6%
TER vs MXL
+249.5%
+3,152.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.5% | 0.0% | +3.6% |
| 7D | +0.6% | +1.6% | -1.0% | +0.1% |
| 30D | -8.3% | -7.0% | -1.3% | -6.5% |
| 3M | -12.2% | -33.4% | +21.2% | -1.0% |
| 6M | +17.1% | +260.2% | -243.1% | -37.1% |
| YTD | +84.7% | +260.0% | -175.3% | -1.2% |
| 1Y | +199.9% | +303.5% | -103.5% | +52.6% |
| 3Y | +232.8% | +160.4% | +72.3% | +73.1% |
| 5Y | +198.6% | +14.7% | +183.9% | +100.3% |
| 10Y | +1,669.7% | +215.6% | +1,454.2% | +691.6% |
| All | +3,401.6% | +249.5% | +3,152.1% | +1,262.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling