+651.5%
ADI vs MXL
+313.4%
+338.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.5% | -2.7% | +2.9% |
| 7D | +4.6% | +18.9% | -14.3% | -0.2% |
| 30D | -1.2% | +0.3% | -1.5% | -2.0% |
| 3M | -7.8% | -8.0% | +0.2% | -10.4% |
| 6M | +19.3% | +341.2% | -321.9% | -36.1% |
| YTD | +40.9% | +327.8% | -286.9% | -24.4% |
| 1Y | +54.5% | +364.9% | -310.4% | -20.5% |
| 3Y | +123.4% | +229.2% | -105.8% | +8.6% |
| 5Y | +142.3% | +42.8% | +99.5% | +47.8% |
| All | +651.5% | +313.4% | +338.1% | +154.6% |
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