+61.4%
AMAT vs MXL
+276.5%
-215.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -11.1% | +7.9% | -0.6% |
| 7D | -11.2% | -24.3% | +13.1% | -5.2% |
| 30D | -31.9% | -46.1% | +14.2% | -21.9% |
| 3M | -32.3% | -21.8% | -10.5% | -29.8% |
| 6M | -5.4% | -27.2% | +21.8% | -0.4% |
| YTD | +44.3% | +226.2% | -181.9% | -6.7% |
| 1Y | +61.4% | +297.0% | -235.6% | -6.2% |
| All | +61.4% | +276.5% | -215.1% | -6.2% |
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