+5,481.9%
AMD vs MXL
+199.9%
+5,282.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +9.5% | +5.3% | +11.3% |
| 7D | +6.5% | -15.9% | +22.3% | +13.4% |
| 30D | -15.3% | -44.0% | +28.7% | +3.8% |
| 3M | +9.7% | -21.3% | +31.1% | +17.2% |
| 6M | +13.2% | -46.1% | +59.3% | +32.4% |
| YTD | +140.6% | +208.8% | -68.3% | +36.1% |
| 1Y | +111.2% | +255.5% | -144.4% | +12.9% |
| 3Y | +334.4% | +223.3% | +111.1% | +102.6% |
| 5Y | +268.3% | -18.1% | +286.4% | +176.3% |
| 10Y | +8,077.9% | +159.9% | +7,918.0% | +3,561.9% |
| All | +5,481.9% | +199.9% | +5,282.0% | +2,006.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling