+84.0%
AMD vs MXL
+221.9%
-137.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +11.0% | 0.0% | +7.4% |
| 7D | -11.0% | -27.1% | +16.1% | -1.7% |
| 30D | -30.5% | -54.2% | +23.7% | -12.1% |
| 3M | -8.2% | -29.9% | +21.7% | +1.0% |
| 6M | +6.6% | -39.5% | +46.0% | +19.4% |
| YTD | +109.7% | +182.2% | -72.5% | +40.4% |
| All | +84.0% | +221.9% | -137.8% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling