+379.8%
TPR vs MXL
+161.3%
+218.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.3% |
| 7D | +12.1% | -15.9% | +27.9% | +14.2% |
| 30D | +16.7% | -44.0% | +60.7% | +27.1% |
| 3M | -17.4% | -21.3% | +4.0% | -17.9% |
| 6M | +2.3% | -46.1% | +48.4% | +3.9% |
| YTD | +7.1% | +208.8% | -201.7% | -37.2% |
| 1Y | +29.5% | +255.5% | -226.1% | -27.5% |
| 3Y | +415.0% | +223.3% | +191.7% | +148.2% |
| 5Y | +261.5% | -18.1% | +279.6% | +158.7% |
| All | +379.8% | +161.3% | +218.5% | +74.7% |
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