+466.1%
CSCO vs MXL
+210.8%
+255.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.4% | -0.9% | -5.5% |
| 7D | +1.9% | +13.4% | -11.5% | +0.1% |
| 30D | -15.8% | -29.2% | +13.4% | -12.6% |
| 3M | -15.4% | -27.2% | +11.8% | -13.4% |
| 6M | -5.4% | -36.4% | +31.0% | -4.0% |
| YTD | +26.5% | +220.0% | -193.6% | -3.0% |
| 1Y | +25.9% | +304.8% | -278.9% | -7.0% |
| 3Y | +97.5% | +238.5% | -140.9% | +37.2% |
| 5Y | +93.0% | -18.8% | +111.8% | +61.0% |
| 10Y | +308.6% | +163.1% | +145.5% | +154.2% |
| All | +466.1% | +210.8% | +255.4% | +214.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling