+743.4%
AXTI vs MXL
+40.1%
+703.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | -2.8% |
| 7D | +5.1% | +18.9% | -13.8% | -1.9% |
| 30D | -17.5% | +0.3% | -17.8% | -17.2% |
| 3M | -26.7% | -8.0% | -18.6% | -23.2% |
| 6M | +36.8% | +341.2% | -304.5% | -27.6% |
| YTD | +296.1% | +327.8% | -31.7% | +113.8% |
| 1Y | +1,810.6% | +364.9% | +1,445.7% | +897.0% |
| 3Y | +2,587.6% | +229.2% | +2,358.3% | +1,239.0% |
| All | +743.4% | +40.1% | +703.3% | +559.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling