+348.0%
AMD vs MXL
+166.4%
+181.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.5% | -0.8% | +3.1% |
| 7D | +2.6% | +1.6% | +0.9% | +2.0% |
| 30D | -0.9% | -7.0% | +6.1% | +0.5% |
| 3M | -8.7% | -33.4% | +24.7% | -0.2% |
| 6M | +136.3% | +260.2% | -123.8% | +47.5% |
| YTD | +123.0% | +260.0% | -137.0% | +38.5% |
| 1Y | +195.2% | +303.5% | -108.3% | +74.4% |
| All | +348.0% | +166.4% | +181.6% | +181.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling