+88.6%
TGT vs MXL
+276.5%
-187.9%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -11.1% | +16.8% | +5.3% |
| 7D | +9.5% | -24.3% | +33.8% | +8.7% |
| 30D | +6.6% | -46.1% | +52.7% | +5.1% |
| 3M | +11.0% | -21.8% | +32.8% | +10.6% |
| 6M | +29.9% | -27.2% | +57.1% | +28.8% |
| YTD | +71.4% | +226.2% | -154.7% | +56.9% |
| 1Y | +88.6% | +297.0% | -208.4% | +67.5% |
| All | +88.6% | +276.5% | -187.9% | +67.5% |
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