+25.8%
TMO vs MXL
+316.6%
-290.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -0.7% |
| 7D | -1.4% | +1.6% | -3.0% | -1.3% |
| 30D | +6.2% | -7.0% | +13.2% | +6.1% |
| 3M | +27.5% | -33.4% | +60.9% | +27.3% |
| 6M | +20.0% | +260.2% | -240.2% | +9.8% |
| YTD | +6.1% | +260.0% | -253.8% | -3.1% |
| 1Y | +25.8% | +303.5% | -277.6% | +13.0% |
| All | +25.8% | +316.6% | -290.8% | +13.0% |
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 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