+4,496.5%
AAPL vs MXL
+298.4%
+4,198.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | -1.3% |
| 7D | -3.0% | +19.0% | -21.9% | -5.4% |
| 30D | +2.3% | +4.5% | -2.2% | +0.9% |
| 3M | +8.6% | -1.5% | +10.1% | +4.3% |
| 6M | +21.6% | +348.6% | -327.1% | -15.3% |
| YTD | +16.3% | +310.3% | -294.0% | -18.2% |
| 1Y | +35.1% | +344.7% | -309.7% | -7.4% |
| 3Y | +79.4% | +211.2% | -131.8% | +18.6% |
| 5Y | +109.8% | +34.8% | +75.0% | +56.3% |
| 10Y | +1,237.1% | +286.5% | +950.5% | +663.4% |
| All | +4,496.5% | +298.4% | +4,198.2% | +2,423.9% |
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