+17.6%
ABNB vs MXL
+143.3%
-125.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.0% | +0.3% |
| 7D | -6.5% | +18.9% | -25.3% | -9.3% |
| 30D | -5.5% | +0.3% | -5.8% | -6.3% |
| 3M | +30.0% | -8.0% | +38.1% | +25.2% |
| 6M | +27.6% | +341.2% | -313.7% | -22.4% |
| YTD | +25.4% | +327.8% | -302.4% | -23.7% |
| 1Y | +38.3% | +364.9% | -326.6% | -19.1% |
| 3Y | +15.5% | +229.2% | -213.7% | -36.6% |
| 5Y | +3.0% | +42.8% | -39.8% | -25.2% |
| All | +17.6% | +143.3% | -125.7% | -29.3% |
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