+138.3%
ADI vs MXL
+40.1%
+98.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.5% | -2.7% | +3.3% |
| 7D | +4.6% | +18.9% | -14.3% | +0.8% |
| 30D | -1.2% | +0.3% | -1.5% | -1.8% |
| 3M | -7.8% | -8.0% | +0.2% | -9.6% |
| 6M | +19.3% | +341.2% | -321.9% | -28.1% |
| YTD | +40.9% | +327.8% | -286.9% | -15.0% |
| 1Y | +54.5% | +364.9% | -310.4% | -10.1% |
| 3Y | +123.4% | +229.2% | -105.8% | +23.8% |
| All | +138.3% | +40.1% | +98.2% | +74.0% |
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 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