+57.7%
AMGN vs MXL
+222.8%
-165.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.5% | -8.9% | -1.4% |
| 7D | -13.7% | +18.9% | -32.6% | -13.9% |
| 30D | -8.8% | +0.3% | -9.1% | -8.8% |
| 3M | +7.2% | -8.0% | +15.2% | +6.7% |
| 6M | +1.3% | +341.2% | -340.0% | -6.4% |
| YTD | +17.6% | +327.8% | -310.2% | +8.8% |
| 1Y | +37.2% | +364.9% | -327.7% | +26.0% |
| 3Y | +57.7% | +229.2% | -171.5% | +46.1% |
| All | +57.7% | +222.8% | -165.1% | +46.1% |
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