+306.7%
TPR vs MXL
+273.2%
+33.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.5% | -10.8% | -4.8% |
| 7D | -7.3% | +19.0% | -26.3% | -10.7% |
| 30D | -30.7% | +4.5% | -35.2% | -32.2% |
| 3M | -21.6% | -1.5% | -20.1% | -26.2% |
| 6M | -21.3% | +348.6% | -369.9% | -55.3% |
| YTD | -10.2% | +310.3% | -320.4% | -48.0% |
| 1Y | +9.5% | +344.7% | -335.2% | -38.9% |
| 3Y | +280.8% | +211.2% | +69.6% | +99.5% |
| 5Y | +218.7% | +34.8% | +183.9% | +106.5% |
| 10Y | +306.7% | +286.5% | +20.1% | +44.2% |
| All | +306.7% | +273.2% | +33.4% | +44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling