+160.3%
EBAY vs MXL
+222.8%
-62.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.5% | -5.0% | +2.5% |
| 7D | +4.2% | +18.9% | -14.7% | +4.1% |
| 30D | +5.6% | +0.3% | +5.3% | +5.6% |
| 3M | -1.4% | -8.0% | +6.6% | -1.6% |
| 6M | +18.2% | +341.2% | -323.0% | +11.5% |
| YTD | +24.8% | +327.8% | -303.0% | +17.7% |
| 1Y | +18.0% | +364.9% | -346.9% | +10.4% |
| 3Y | +160.3% | +229.2% | -69.0% | +140.4% |
| All | +160.3% | +222.8% | -62.5% | +140.4% |
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