+126.7%
AMAT vs MXL
-28.5%
+155.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.0% | -6.8% | +0.8% |
| 7D | -14.7% | -27.1% | +12.4% | -6.5% |
| 30D | -36.1% | -54.2% | +18.1% | -20.2% |
| 3M | -36.9% | -29.9% | -6.9% | -32.0% |
| 6M | -22.2% | -39.5% | +17.3% | -14.8% |
| YTD | +29.9% | +182.2% | -152.2% | -22.5% |
| 1Y | +43.3% | +231.8% | -188.6% | -19.7% |
| 3Y | +142.7% | +195.9% | -53.2% | +15.2% |
| All | +126.7% | -28.5% | +155.2% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling