+379.9%
CSCO vs MXL
+313.4%
+66.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.5% | -3.2% | +3.4% |
| 7D | +2.7% | +18.9% | -16.2% | +0.4% |
| 30D | -9.5% | +0.3% | -9.8% | -10.0% |
| 3M | -7.6% | -8.0% | +0.4% | -9.2% |
| 6M | +44.9% | +341.2% | -296.4% | +8.3% |
| YTD | +47.7% | +327.8% | -280.1% | +10.4% |
| 1Y | +69.1% | +364.9% | -295.8% | +23.7% |
| 3Y | +113.5% | +229.2% | -115.7% | +50.7% |
| 5Y | +122.8% | +42.8% | +80.0% | +73.6% |
| All | +379.9% | +313.4% | +66.6% | +165.9% |
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