-66.5%
U vs MXL
+40.1%
-106.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.5% | -3.1% | +2.2% |
| 7D | +5.5% | +18.9% | -13.3% | +0.1% |
| 30D | -1.3% | +0.3% | -1.6% | -2.7% |
| 3M | +64.6% | -8.0% | +72.6% | +56.2% |
| 6M | +119.4% | +341.2% | -221.9% | -5.1% |
| YTD | -0.5% | +327.8% | -328.3% | -56.6% |
| 1Y | +1.3% | +364.9% | -363.6% | -58.0% |
| 3Y | +15.6% | +229.2% | -213.6% | -56.0% |
| All | -66.5% | +40.1% | -106.6% | -76.2% |
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 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