+598.1%
ADBE vs MXL
+298.4%
+299.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.5% | -2.0% |
| 7D | -8.9% | +19.0% | -27.9% | -11.3% |
| 30D | -6.6% | +4.5% | -11.1% | -8.1% |
| 3M | +7.1% | -1.5% | +8.7% | +1.5% |
| 6M | -9.8% | +348.6% | -358.4% | -40.0% |
| YTD | -27.2% | +310.3% | -337.5% | -51.1% |
| 1Y | -28.0% | +344.7% | -372.7% | -53.0% |
| 3Y | -54.5% | +211.2% | -265.7% | -71.7% |
| 5Y | -61.5% | +34.8% | -96.3% | -72.2% |
| 10Y | +156.4% | +286.5% | -130.1% | +35.3% |
| All | +598.1% | +298.4% | +299.7% | +217.9% |
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