+13.8%
ABNB vs MXL
+200.2%
-186.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -0.9% |
| 7D | -9.5% | +16.6% | -26.1% | -10.7% |
| 30D | -9.4% | +0.5% | -9.8% | -9.8% |
| 3M | +29.9% | -3.6% | +33.5% | +26.3% |
| 6M | +26.6% | +328.0% | -301.4% | -6.0% |
| YTD | +23.5% | +297.8% | -274.3% | -7.5% |
| 1Y | +35.8% | +339.4% | -303.6% | -1.0% |
| All | +13.8% | +200.2% | -186.4% | -19.8% |
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 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