+17.2%
ABNB vs MXL
+133.3%
-116.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.5% | -10.3% | -4.1% |
| 7D | -7.4% | +19.0% | -26.4% | -10.2% |
| 30D | -8.2% | +4.5% | -12.6% | -9.7% |
| 3M | +29.1% | -1.5% | +30.7% | +22.4% |
| 6M | +26.6% | +348.6% | -322.1% | -23.7% |
| YTD | +25.0% | +310.3% | -285.3% | -23.4% |
| 1Y | +37.0% | +344.7% | -307.7% | -19.2% |
| 3Y | +16.3% | +211.2% | -194.9% | -35.3% |
| 5Y | +2.2% | +34.8% | -32.7% | -24.9% |
| All | +17.2% | +133.3% | -116.1% | -29.0% |
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