-39.0%
U vs MXL
+159.5%
-198.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -2.7% |
| 7D | -3.8% | +1.6% | -5.4% | -4.4% |
| 30D | +17.5% | -7.0% | +24.4% | +18.4% |
| 3M | +38.7% | -33.4% | +72.1% | +45.0% |
| 6M | +104.4% | +260.2% | -155.7% | -7.9% |
| YTD | -5.7% | +260.0% | -265.6% | -57.7% |
| 1Y | +3.7% | +303.5% | -299.8% | -56.4% |
| 3Y | +12.3% | +160.4% | -148.1% | -54.3% |
| 5Y | -68.8% | +14.7% | -83.5% | -79.6% |
| All | -39.0% | +159.5% | -198.5% | -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 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