+45.9%
CSCO vs MXL
+276.5%
-230.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -11.1% | +11.8% | +1.5% |
| 7D | -6.1% | -24.3% | +18.3% | -4.1% |
| 30D | -8.2% | -46.1% | +37.9% | -4.1% |
| 3M | -14.6% | -21.8% | +7.3% | -13.5% |
| 6M | +12.7% | -27.2% | +39.9% | +13.6% |
| YTD | +37.0% | +226.2% | -189.2% | +20.1% |
| 1Y | +45.9% | +297.0% | -251.1% | +29.0% |
| All | +45.9% | +276.5% | -230.6% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling