+1,720.8%
ADI vs MXL
+298.4%
+1,422.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.0% | -1.3% |
| 7D | +2.6% | +19.0% | -16.4% | -1.7% |
| 30D | -4.6% | +4.5% | -9.1% | -6.4% |
| 3M | -9.5% | -1.5% | -8.0% | -13.2% |
| 6M | +14.8% | +348.6% | -333.8% | -33.8% |
| YTD | +35.8% | +310.3% | -274.5% | -20.3% |
| 1Y | +48.9% | +344.7% | -295.8% | -15.5% |
| 3Y | +115.6% | +211.2% | -95.6% | +18.2% |
| 5Y | +135.1% | +34.8% | +100.3% | +54.3% |
| 10Y | +636.4% | +286.5% | +349.9% | +232.5% |
| All | +1,720.8% | +298.4% | +1,422.4% | +678.4% |
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 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