-20.8%
TLT vs MXL
+284.4%
-305.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -1.2% |
| 7D | -1.6% | +16.6% | -18.2% | -1.4% |
| 30D | -1.3% | +0.5% | -1.8% | -1.3% |
| 3M | -3.7% | -3.6% | -0.1% | -3.5% |
| 6M | -6.4% | +328.0% | -334.4% | -4.0% |
| YTD | -4.5% | +297.8% | -302.3% | -2.2% |
| 1Y | -5.9% | +339.4% | -345.3% | -3.4% |
| 3Y | -2.8% | +201.7% | -204.5% | 0.0% |
| 5Y | -35.1% | +32.8% | -67.8% | -33.9% |
| All | -20.8% | +284.4% | -305.2% | -14.4% |
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