+6,370.3%
AMD vs MXL
+138.4%
+6,231.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +11.0% | 0.0% | +6.8% |
| 7D | -11.0% | -27.1% | +16.1% | +0.3% |
| 30D | -30.5% | -54.2% | +23.7% | -7.3% |
| 3M | -8.2% | -29.9% | +21.7% | +2.2% |
| 6M | +6.6% | -39.5% | +46.0% | +19.9% |
| YTD | +109.7% | +182.2% | -72.5% | +14.5% |
| 1Y | +88.9% | +231.8% | -142.9% | -4.0% |
| 3Y | +301.8% | +195.9% | +105.9% | +72.1% |
| 5Y | +229.4% | -27.3% | +256.6% | +154.8% |
| All | +6,370.3% | +138.4% | +6,231.9% | +2,318.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling