-35.7%
U vs MXL
+208.4%
-244.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.5% | -3.1% | +2.1% |
| 7D | +5.5% | +18.9% | -13.3% | -0.2% |
| 30D | -1.3% | +0.3% | -1.6% | -2.8% |
| 3M | +64.6% | -8.0% | +72.6% | +55.7% |
| 6M | +119.4% | +341.2% | -221.9% | -7.5% |
| YTD | -0.5% | +327.8% | -328.3% | -57.7% |
| 1Y | +1.3% | +364.9% | -363.6% | -59.2% |
| 3Y | +15.6% | +229.2% | -213.6% | -57.1% |
| 5Y | -67.5% | +42.8% | -110.2% | -80.3% |
| All | -35.7% | +208.4% | -244.1% | -76.0% |
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 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