+50.0%
ADP vs MXL
+40.1%
+9.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.6% | +0.8% |
| 7D | -2.8% | +18.9% | -21.6% | -3.3% |
| 30D | +0.2% | +0.3% | -0.1% | +0.1% |
| 3M | +20.5% | -8.0% | +28.5% | +19.3% |
| 6M | +28.8% | +341.2% | -312.5% | +12.3% |
| YTD | +6.6% | +327.8% | -321.2% | -7.1% |
| 1Y | -6.9% | +364.9% | -371.8% | -19.9% |
| 3Y | +16.1% | +229.2% | -213.1% | -2.5% |
| All | +50.0% | +40.1% | +9.9% | +40.8% |
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