+153.3%
AMAT vs MXL
+237.7%
-84.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.4% | +2.7% | -1.3% |
| 7D | +11.4% | +13.4% | -2.1% | +7.7% |
| 30D | -17.0% | -29.2% | +12.2% | -9.9% |
| 3M | -30.6% | -27.2% | -3.4% | -26.6% |
| 6M | -14.9% | -36.4% | +21.5% | -8.6% |
| YTD | +44.7% | +220.0% | -175.3% | -4.8% |
| 1Y | +66.9% | +304.8% | -237.9% | +2.4% |
| 3Y | +153.3% | +238.5% | -85.2% | +32.8% |
| All | +153.3% | +237.7% | -84.4% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling