+76.0%
AMZN vs MXL
+200.2%
-124.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.1% |
| 7D | -2.7% | +16.6% | -19.3% | -4.2% |
| 30D | -7.5% | +0.5% | -7.9% | -8.0% |
| 3M | +5.8% | -3.6% | +9.5% | +3.2% |
| 6M | +17.5% | +328.0% | -310.5% | -10.7% |
| YTD | +9.1% | +297.8% | -288.7% | -16.6% |
| 1Y | +9.4% | +339.4% | -330.1% | -18.6% |
| All | +76.0% | +200.2% | -124.1% | +29.1% |
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