+87.5%
U vs MXL
+237.7%
-150.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.4% | +10.6% | +6.1% |
| 7D | +2.6% | +13.4% | -10.9% | 0.0% |
| 30D | +27.6% | -29.2% | +56.8% | +32.9% |
| 3M | +15.3% | -27.2% | +42.6% | +17.4% |
| 6M | +96.4% | -36.4% | +132.8% | +95.8% |
| YTD | +19.6% | +220.0% | -200.5% | -28.6% |
| 1Y | +42.1% | +304.8% | -262.7% | -21.1% |
| 3Y | +87.5% | +238.5% | -150.9% | -18.0% |
| All | +87.5% | +237.7% | -150.1% | -18.0% |
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