+8,732.2%
AMD vs MXL
+273.2%
+8,459.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.5% | -4.5% | +0.2% |
| 7D | +14.0% | +19.0% | -5.0% | +6.8% |
| 30D | +11.0% | +4.5% | +6.5% | +8.4% |
| 3M | +9.6% | -1.5% | +11.1% | +5.9% |
| 6M | +157.1% | +348.6% | -191.5% | +20.5% |
| YTD | +143.3% | +310.3% | -166.9% | +17.3% |
| 1Y | +234.4% | +344.7% | -110.3% | +52.7% |
| 3Y | +391.2% | +211.2% | +180.0% | +113.0% |
| 5Y | +390.9% | +34.8% | +356.1% | +199.5% |
| 10Y | +8,732.2% | +286.5% | +8,445.7% | +2,750.1% |
| All | +8,732.2% | +273.2% | +8,459.0% | +2,750.1% |
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