+2.8%
TLT vs MXL
+237.7%
-234.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.5% |
| 7D | -3.1% | +13.4% | -16.5% | -3.0% |
| 30D | +1.0% | -29.2% | +30.3% | +0.9% |
| 3M | -2.7% | -27.2% | +24.5% | -2.8% |
| 6M | -4.1% | -36.4% | +32.3% | -4.2% |
| YTD | -5.4% | +220.0% | -225.4% | -4.6% |
| 1Y | -7.0% | +304.8% | -311.8% | -6.1% |
| 3Y | +2.8% | +238.5% | -235.6% | +5.8% |
| All | +2.8% | +237.7% | -234.8% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling