+197.1%
ABT vs MXL
+313.4%
-116.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.5% | -8.9% | -1.7% |
| 7D | -5.9% | +18.9% | -24.7% | -6.7% |
| 30D | -8.1% | +0.3% | -8.4% | -8.3% |
| 3M | +14.5% | -8.0% | +22.6% | +13.1% |
| 6M | -6.3% | +341.2% | -347.5% | -21.1% |
| YTD | -17.1% | +327.8% | -344.9% | -30.2% |
| 1Y | -21.4% | +364.9% | -386.3% | -34.8% |
| 3Y | +5.9% | +229.2% | -223.3% | -14.7% |
| 5Y | -12.8% | +42.8% | -55.5% | -24.1% |
| All | +197.1% | +313.4% | -116.2% | +95.8% |
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 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