-6.4%
TLT vs MXL
+366.1%
-372.4%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | +0.1% |
| 7D | -1.6% | +18.9% | -20.5% | -1.6% |
| 30D | -1.1% | +0.3% | -1.5% | -1.1% |
| 3M | -4.9% | -8.0% | +3.2% | -4.9% |
| 6M | -5.0% | +341.2% | -346.3% | -4.0% |
| YTD | -4.4% | +327.8% | -332.2% | -3.3% |
| 1Y | -6.4% | +364.9% | -371.3% | -5.1% |
| All | -6.4% | +366.1% | -372.4% | -5.1% |
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 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