+64.8%
XYZ vs MXL
+262.9%
-198.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.4% | -11.2% | -1.2% |
| 7D | -2.2% | +5.5% | -7.6% | -3.3% |
| 30D | +11.6% | -32.6% | +44.2% | +15.7% |
| 3M | +8.4% | -13.1% | +21.6% | +7.4% |
| 6M | +17.2% | -41.4% | +58.5% | +18.3% |
| YTD | +31.7% | +243.9% | -212.3% | -11.6% |
| 1Y | +30.1% | +305.1% | -275.0% | -16.6% |
| All | +64.8% | +262.9% | -198.1% | -5.0% |
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