+2,020.1%
COST vs MXL
+298.4%
+1,721.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.4% | -1.4% |
| 7D | -2.8% | +19.0% | -21.8% | -4.0% |
| 30D | -5.3% | +4.5% | -9.7% | -5.8% |
| 3M | -6.7% | -1.5% | -5.1% | -8.5% |
| 6M | -9.9% | +348.6% | -358.6% | -25.3% |
| YTD | +5.1% | +310.3% | -305.1% | -12.3% |
| 1Y | -7.3% | +344.7% | -352.0% | -23.7% |
| 3Y | +70.4% | +211.2% | -140.8% | +37.0% |
| 5Y | +104.4% | +34.8% | +69.6% | +75.0% |
| 10Y | +609.0% | +286.5% | +322.5% | +418.4% |
| All | +2,020.1% | +298.4% | +1,721.7% | +1,343.2% |
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 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