+4,782.6%
DELL vs MXL
+284.5%
+4,498.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.3% | -1.5% |
| 7D | +8.7% | +19.0% | -10.2% | +4.4% |
| 30D | +16.9% | +4.5% | +12.4% | +15.3% |
| 3M | +40.4% | -1.5% | +41.9% | +36.3% |
| 6M | +267.1% | +348.6% | -81.6% | +122.6% |
| YTD | +329.1% | +310.3% | +18.8% | +164.9% |
| 1Y | +346.9% | +344.7% | +2.2% | +166.6% |
| 3Y | +696.6% | +211.2% | +485.5% | +365.7% |
| 5Y | +1,106.2% | +34.8% | +1,071.3% | +715.2% |
| 10Y | +4,177.7% | +286.5% | +3,891.2% | +1,874.5% |
| All | +4,782.6% | +284.5% | +4,498.1% | +2,154.9% |
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 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