+1,278.0%
AAPL vs MXL
+313.4%
+964.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.8% | +0.6% |
| 7D | +3.8% | +18.9% | -15.0% | +1.1% |
| 30D | +9.9% | +0.3% | +9.6% | +9.1% |
| 3M | +12.5% | -8.0% | +20.5% | +8.9% |
| 6M | +27.6% | +341.2% | -313.6% | -14.9% |
| YTD | +22.6% | +327.8% | -305.3% | -18.4% |
| 1Y | +45.0% | +364.9% | -319.9% | -6.5% |
| 3Y | +87.8% | +229.2% | -141.5% | +14.9% |
| 5Y | +128.7% | +42.8% | +85.9% | +63.7% |
| All | +1,278.0% | +313.4% | +964.6% | +557.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling