+870.1%
AMGN vs MXL
+286.3%
+583.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -2.0% |
| 7D | -13.9% | +16.6% | -30.5% | -14.9% |
| 30D | -7.1% | +0.5% | -7.6% | -7.5% |
| 3M | +13.9% | -3.6% | +17.5% | +11.9% |
| 6M | +3.2% | +328.0% | -324.8% | -13.4% |
| YTD | +19.2% | +297.8% | -278.6% | +0.5% |
| 1Y | +41.1% | +339.4% | -298.3% | +17.2% |
| 3Y | +61.3% | +201.7% | -140.4% | +31.4% |
| 5Y | +109.1% | +32.8% | +76.3% | +78.3% |
| 10Y | +209.4% | +274.8% | -65.4% | +112.1% |
| All | +870.1% | +286.3% | +583.8% | +506.9% |
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 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