+396.0%
TPR vs MXL
+237.7%
+158.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +0.1% |
| 7D | -0.3% | +13.4% | -13.7% | -1.1% |
| 30D | +15.1% | -29.2% | +44.3% | +16.9% |
| 3M | +3.5% | -27.2% | +30.7% | +4.0% |
| 6M | +0.4% | -36.4% | +36.9% | -0.2% |
| YTD | +4.6% | +220.0% | -215.4% | -20.8% |
| 1Y | +33.1% | +304.8% | -271.7% | -3.6% |
| 3Y | +396.0% | +238.5% | +157.5% | +196.0% |
| All | +396.0% | +237.7% | +158.3% | +196.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling