+565.7%
AMZN vs MXL
+313.4%
+252.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.5% | -5.6% | +0.7% |
| 7D | -0.7% | +18.9% | -19.5% | -3.5% |
| 30D | -3.9% | +0.3% | -4.3% | -4.7% |
| 3M | +6.3% | -8.0% | +14.4% | +3.3% |
| 6M | +20.8% | +341.2% | -320.5% | -19.0% |
| YTD | +11.2% | +327.8% | -316.6% | -25.5% |
| 1Y | +11.7% | +364.9% | -353.2% | -27.4% |
| 3Y | +79.4% | +229.2% | -149.8% | +12.1% |
| 5Y | +48.0% | +42.8% | +5.3% | +7.2% |
| All | +565.7% | +313.4% | +252.3% | +256.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling