-31.9%
ADSK vs MXL
+316.6%
-348.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +5.5% | -13.8% | -8.1% |
| 7D | -16.4% | +1.6% | -18.0% | -16.3% |
| 30D | -9.2% | -7.0% | -2.2% | -9.3% |
| 3M | -6.7% | -33.4% | +26.7% | -7.1% |
| 6M | -15.5% | +260.2% | -275.7% | -22.9% |
| YTD | -26.4% | +260.0% | -286.3% | -33.3% |
| 1Y | -31.9% | +303.5% | -335.4% | -39.8% |
| All | -31.9% | +316.6% | -348.5% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling