+49.2%
TLT vs MXL
+249.5%
-200.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.4% | +0.3% |
| 7D | -0.4% | +1.6% | -2.1% | -0.4% |
| 30D | -0.6% | -7.0% | +6.4% | -0.7% |
| 3M | -2.7% | -33.4% | +30.7% | -3.3% |
| 6M | -5.6% | +260.2% | -265.8% | +0.3% |
| YTD | -2.8% | +260.0% | -262.7% | +3.5% |
| 1Y | -1.4% | +303.5% | -304.9% | +5.6% |
| 3Y | -1.6% | +160.4% | -162.0% | +5.8% |
| 5Y | -33.8% | +14.7% | -48.5% | -30.6% |
| 10Y | -21.1% | +215.6% | -236.7% | -7.7% |
| All | +49.2% | +249.5% | -200.3% | +94.0% |
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