+58.5%
AMAT vs MXL
+265.9%
-207.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +13.7% | -2.3% | +7.9% |
| 7D | -1.1% | -8.8% | +7.8% | +0.9% |
| 30D | -26.9% | -41.9% | +14.9% | -17.6% |
| 3M | -31.2% | -25.4% | -5.8% | -27.8% |
| 6M | -14.7% | -44.0% | +29.3% | -7.1% |
| YTD | +44.7% | +220.8% | -176.1% | -4.7% |
| All | +58.5% | +265.9% | -207.4% | -1.9% |
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