+45.2%
TLT vs MXL
+210.8%
-165.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.6% |
| 7D | -3.1% | +13.4% | -16.5% | -2.7% |
| 30D | +1.0% | -29.2% | +30.3% | +0.3% |
| 3M | -2.7% | -27.2% | +24.5% | -3.1% |
| 6M | -4.1% | -36.4% | +32.3% | -4.3% |
| YTD | -5.4% | +220.0% | -225.4% | +0.9% |
| 1Y | -7.0% | +304.8% | -311.8% | 0.0% |
| 3Y | +2.8% | +238.5% | -235.6% | +12.4% |
| 5Y | -35.4% | -18.8% | -16.6% | -33.1% |
| 10Y | -13.1% | +163.1% | -176.2% | +1.2% |
| All | +45.2% | +210.8% | -165.5% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling