+485.8%
ABT vs MXL
+270.5%
+215.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.0% | -8.6% | -2.9% |
| 7D | -3.1% | +15.5% | -18.6% | -4.0% |
| 30D | -2.1% | -11.3% | +9.2% | -1.7% |
| 3M | +17.4% | -16.1% | +33.5% | +16.3% |
| 6M | -2.4% | +323.0% | -325.4% | -18.5% |
| YTD | -14.2% | +281.5% | -295.7% | -27.9% |
| 1Y | -18.3% | +319.3% | -337.6% | -32.4% |
| 3Y | +11.5% | +189.4% | -177.9% | -10.0% |
| 5Y | -9.9% | +26.0% | -35.9% | -22.5% |
| 10Y | +204.4% | +243.5% | -39.1% | +115.7% |
| All | +485.8% | +270.5% | +215.3% | +287.0% |
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