+357.3%
AMD vs MXL
+237.7%
+119.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.4% | -3.4% | -7.0% |
| 7D | +18.9% | +13.4% | +5.5% | +14.4% |
| 30D | -6.4% | -29.2% | +22.8% | +4.0% |
| 3M | +10.6% | -27.2% | +37.8% | +20.2% |
| 6M | +19.9% | -36.4% | +56.3% | +31.5% |
| YTD | +149.4% | +220.0% | -70.6% | +59.8% |
| 1Y | +115.4% | +304.8% | -189.4% | +27.9% |
| 3Y | +357.3% | +238.5% | +118.8% | +154.1% |
| All | +357.3% | +237.7% | +119.6% | +154.1% |
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