+188.9%
AMAT vs MXL
+316.6%
-127.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +3.0% |
| 7D | -1.5% | +1.6% | -3.1% | -1.9% |
| 30D | -14.8% | -7.0% | -7.8% | -14.1% |
| 3M | -9.3% | -33.4% | +24.1% | -2.9% |
| 6M | +27.4% | +260.2% | -232.8% | -17.4% |
| YTD | +77.6% | +260.0% | -182.4% | +14.9% |
| 1Y | +188.9% | +303.5% | -114.5% | +75.5% |
| All | +188.9% | +316.6% | -127.7% | +75.5% |
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