+1,315.3%
AMAT vs MXL
+171.0%
+1,144.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +13.7% | -2.3% | +6.6% |
| 7D | -1.1% | -8.8% | +7.8% | +1.8% |
| 30D | -26.9% | -41.9% | +14.9% | -12.9% |
| 3M | -31.2% | -25.4% | -5.8% | -26.8% |
| 6M | -14.7% | -44.0% | +29.3% | -3.2% |
| YTD | +44.7% | +220.8% | -176.1% | -25.6% |
| 1Y | +62.0% | +278.8% | -216.8% | -22.5% |
| 3Y | +165.0% | +249.4% | -84.5% | +5.3% |
| 5Y | +147.1% | -17.3% | +164.4% | +76.7% |
| 10Y | +1,315.3% | +156.7% | +1,158.6% | +391.2% |
| All | +1,315.3% | +171.0% | +1,144.3% | +391.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling