+143.3%
DELL vs MXL
+276.5%
-133.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -11.1% | +2.3% | -6.7% |
| 7D | -24.6% | -24.3% | -0.3% | -20.5% |
| 30D | -32.5% | -46.1% | +13.6% | -25.0% |
| 3M | -20.2% | -21.8% | +1.6% | -16.8% |
| 6M | +76.5% | -27.2% | +103.7% | +82.6% |
| YTD | +198.9% | +226.2% | -27.2% | +115.6% |
| 1Y | +143.3% | +297.0% | -153.7% | +61.3% |
| All | +143.3% | +276.5% | -133.2% | +61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling