+388.3%
TPR vs MXL
+249.5%
+138.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -1.1% |
| 7D | -2.3% | +1.6% | -3.9% | -2.7% |
| 30D | -23.0% | -7.0% | -16.0% | -22.8% |
| 3M | -12.5% | -33.4% | +20.9% | -10.6% |
| 6M | -21.4% | +260.2% | -281.6% | -50.2% |
| YTD | -3.5% | +260.0% | -263.5% | -39.2% |
| 1Y | +17.4% | +303.5% | -286.1% | -28.9% |
| 3Y | +291.3% | +160.4% | +130.8% | +131.0% |
| 5Y | +241.9% | +14.7% | +227.2% | +137.5% |
| 10Y | +322.7% | +215.6% | +107.1% | +103.9% |
| All | +388.3% | +249.5% | +138.8% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling