-2.9%
ADSK vs MXL
+222.8%
-225.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.2% | +0.1% |
| 7D | -2.5% | +18.9% | -21.4% | -3.2% |
| 30D | -14.9% | +0.3% | -15.2% | -15.0% |
| 3M | +3.3% | -8.0% | +11.4% | +1.9% |
| 6M | -15.7% | +341.2% | -356.9% | -31.6% |
| YTD | -28.2% | +327.8% | -356.1% | -41.9% |
| 1Y | -34.5% | +364.9% | -399.4% | -48.0% |
| 3Y | -2.9% | +229.2% | -232.1% | -22.7% |
| All | -2.9% | +222.8% | -225.7% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling