+11.9%
U vs MXL
+209.6%
-197.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.0% | -1.9% |
| 7D | +4.4% | +19.0% | -14.6% | +0.9% |
| 30D | -1.3% | +4.5% | -5.8% | -3.0% |
| 3M | +49.6% | -1.5% | +51.1% | +42.7% |
| 6M | +100.2% | +348.6% | -248.4% | +15.1% |
| YTD | -3.7% | +310.3% | -314.0% | -43.1% |
| 1Y | -6.5% | +344.7% | -351.2% | -46.5% |
| All | +11.9% | +209.6% | -197.7% | -40.2% |
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