+193.4%
AMAT vs MXL
+320.4%
-127.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.0% | -2.0% | +2.6% |
| 7D | +7.0% | +15.5% | -8.5% | +3.5% |
| 30D | -12.2% | -11.3% | -0.9% | -10.4% |
| 3M | -3.8% | -16.1% | +12.3% | -1.0% |
| 6M | +45.9% | +323.0% | -277.1% | -11.1% |
| YTD | +84.6% | +281.5% | -196.9% | +17.8% |
| 1Y | +193.4% | +319.3% | -125.9% | +77.9% |
| All | +193.4% | +320.4% | -127.0% | +77.9% |
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