+84.5%
AAPL vs MXL
+200.2%
-115.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.6% | +3.7% |
| 7D | -0.5% | +16.6% | -17.1% | -1.4% |
| 30D | +7.1% | +0.5% | +6.6% | +6.8% |
| 3M | +12.1% | -3.6% | +15.7% | +10.0% |
| 6M | +25.4% | +328.0% | -302.6% | +3.3% |
| YTD | +20.5% | +297.8% | -277.4% | -0.4% |
| 1Y | +44.5% | +339.4% | -294.9% | +17.2% |
| All | +84.5% | +200.2% | -115.6% | +43.5% |
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