+97.5%
CSCO vs MXL
+237.7%
-140.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.4% | -0.9% | -5.7% |
| 7D | +1.9% | +13.4% | -11.5% | +0.7% |
| 30D | -15.8% | -29.2% | +13.4% | -13.7% |
| 3M | -15.4% | -27.2% | +11.8% | -14.0% |
| 6M | -5.4% | -36.4% | +31.0% | -4.2% |
| YTD | +26.5% | +220.0% | -193.6% | +8.1% |
| 1Y | +25.9% | +304.8% | -278.9% | +5.1% |
| 3Y | +97.5% | +238.5% | -140.9% | +38.1% |
| All | +97.5% | +237.7% | -140.1% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling