+724.9%
DELL vs MXL
+222.8%
+502.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +7.5% | +4.4% | +10.4% |
| 7D | +8.2% | +18.9% | -10.6% | +4.5% |
| 30D | +17.1% | +0.3% | +16.8% | +16.6% |
| 3M | +45.2% | -8.0% | +53.2% | +43.6% |
| 6M | +286.8% | +341.2% | -54.5% | +142.3% |
| YTD | +354.8% | +327.8% | +27.0% | +185.4% |
| 1Y | +358.3% | +364.9% | -6.6% | +177.0% |
| 3Y | +724.9% | +229.2% | +495.7% | +383.1% |
| All | +724.9% | +222.8% | +502.1% | +383.1% |
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