+203.6%
TGT vs MXL
+313.4%
-109.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.5% | -0.6% |
| 7D | -5.2% | +18.9% | -24.1% | -6.8% |
| 30D | +1.2% | +0.3% | +0.9% | +0.7% |
| 3M | +18.4% | -8.0% | +26.4% | +16.0% |
| 6M | +33.4% | +341.2% | -307.8% | +2.5% |
| YTD | +63.8% | +327.8% | -264.0% | +25.7% |
| 1Y | +77.2% | +364.9% | -287.7% | +33.3% |
| 3Y | +41.8% | +229.2% | -187.4% | +3.1% |
| 5Y | -25.5% | +42.8% | -68.3% | -40.5% |
| All | +203.6% | +313.4% | -109.8% | +83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling