+108.4%
CSCO vs MXL
+209.6%
-101.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.3% | -0.4% |
| 7D | 0.0% | +19.0% | -19.0% | -1.5% |
| 30D | -10.7% | +4.5% | -15.2% | -11.3% |
| 3M | -8.7% | -1.5% | -7.2% | -10.2% |
| 6M | +44.9% | +348.6% | -303.7% | +20.9% |
| YTD | +44.1% | +310.3% | -266.1% | +21.1% |
| 1Y | +65.9% | +344.7% | -278.8% | +37.5% |
| All | +108.4% | +209.6% | -101.2% | +66.0% |
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 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