+113.4%
CSCO vs MXL
+29.7%
+83.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.5% |
| 7D | -1.1% | +16.6% | -17.7% | -2.7% |
| 30D | -10.8% | +0.5% | -11.2% | -11.2% |
| 3M | -9.2% | -3.6% | -5.6% | -10.9% |
| 6M | +39.5% | +328.0% | -288.5% | +10.6% |
| YTD | +41.5% | +297.8% | -256.3% | +12.8% |
| 1Y | +61.0% | +339.4% | -278.5% | +25.8% |
| 3Y | +105.2% | +201.7% | -96.5% | +55.7% |
| 5Y | +113.4% | +32.8% | +80.7% | +80.9% |
| All | +113.4% | +29.7% | +83.7% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling