+4,430.2%
AMAT vs MXL
+249.5%
+4,180.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +2.6% |
| 7D | -1.5% | +1.6% | -3.1% | -2.0% |
| 30D | -14.8% | -7.0% | -7.8% | -13.9% |
| 3M | -9.3% | -33.4% | +24.1% | -0.5% |
| 6M | +27.4% | +260.2% | -232.8% | -26.9% |
| YTD | +77.6% | +260.0% | -182.4% | +1.8% |
| 1Y | +188.9% | +303.5% | -114.5% | +57.9% |
| 3Y | +202.3% | +160.4% | +41.8% | +63.9% |
| 5Y | +248.9% | +14.7% | +234.2% | +138.4% |
| 10Y | +1,585.2% | +215.6% | +1,369.6% | +691.5% |
| All | +4,430.2% | +249.5% | +4,180.7% | +1,756.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling