+239.1%
TPR vs MXL
+23.2%
+215.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.0% | -9.7% | -4.5% |
| 7D | -3.4% | +15.5% | -18.8% | -5.3% |
| 30D | -27.3% | -11.3% | -16.0% | -26.7% |
| 3M | -16.2% | -16.1% | -0.1% | -17.8% |
| 6M | -17.9% | +323.0% | -340.9% | -46.0% |
| YTD | -7.1% | +281.5% | -288.6% | -37.7% |
| 1Y | +13.6% | +319.3% | -305.7% | -26.3% |
| 3Y | +293.7% | +189.4% | +104.4% | +144.7% |
| 5Y | +239.1% | +26.0% | +213.1% | +172.5% |
| All | +239.1% | +23.2% | +215.9% | +172.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling