+606.1%
COST vs MXL
+313.4%
+292.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.3% | -0.2% |
| 7D | -1.2% | +18.9% | -20.1% | -2.4% |
| 30D | -4.7% | +0.3% | -5.0% | -5.0% |
| 3M | -7.1% | -8.0% | +0.9% | -8.4% |
| 6M | -8.5% | +341.2% | -349.8% | -24.6% |
| YTD | +5.4% | +327.8% | -322.4% | -13.1% |
| 1Y | -5.6% | +364.9% | -370.5% | -23.4% |
| 3Y | +68.5% | +229.2% | -160.7% | +33.0% |
| 5Y | +105.2% | +42.8% | +62.5% | +75.2% |
| All | +606.1% | +313.4% | +292.7% | +377.0% |
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