+127.8%
AAPL vs MXL
+40.1%
+87.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.8% | +1.0% |
| 7D | +3.8% | +18.9% | -15.0% | +1.9% |
| 30D | +9.9% | +0.3% | +9.6% | +9.4% |
| 3M | +12.5% | -8.0% | +20.5% | +9.9% |
| 6M | +27.6% | +341.2% | -313.6% | -7.2% |
| YTD | +22.6% | +327.8% | -305.3% | -11.0% |
| 1Y | +45.0% | +364.9% | -319.9% | +2.6% |
| 3Y | +87.8% | +229.2% | -141.5% | +26.7% |
| All | +127.8% | +40.1% | +87.7% | +87.8% |
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