+3,913.9%
AMZN vs MXL
+270.5%
+3,643.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.0% | -6.6% | -1.5% |
| 7D | +0.8% | +15.5% | -14.7% | -1.5% |
| 30D | -6.4% | -11.3% | +4.9% | -5.3% |
| 3M | +4.8% | -16.1% | +20.9% | +3.3% |
| 6M | +20.5% | +323.0% | -302.5% | -16.6% |
| YTD | +11.3% | +281.5% | -270.2% | -22.0% |
| 1Y | +9.0% | +319.3% | -310.3% | -25.8% |
| 3Y | +85.9% | +189.4% | -103.5% | +23.2% |
| 5Y | +45.8% | +26.0% | +19.8% | +9.2% |
| 10Y | +555.5% | +243.5% | +312.0% | +278.6% |
| All | +3,913.9% | +270.5% | +3,643.4% | +1,954.8% |
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