-11.3%
ABT vs MXL
+40.1%
-51.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.5% | -8.9% | -1.4% |
| 7D | -5.9% | +18.9% | -24.7% | -5.9% |
| 30D | -8.1% | +0.3% | -8.4% | -8.1% |
| 3M | +14.5% | -8.0% | +22.6% | +14.0% |
| 6M | -6.3% | +341.2% | -347.5% | -13.4% |
| YTD | -17.1% | +327.8% | -344.9% | -23.4% |
| 1Y | -21.4% | +364.9% | -386.3% | -28.0% |
| 3Y | +5.9% | +229.2% | -223.3% | -4.5% |
| All | -11.3% | +40.1% | -51.4% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling