+950.4%
EBAY vs MXL
+286.3%
+664.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +1.8% |
| 7D | -0.8% | +16.6% | -17.4% | -2.7% |
| 30D | -0.6% | +0.5% | -1.1% | -1.3% |
| 3M | -1.0% | -3.6% | +2.6% | -3.8% |
| 6M | +16.3% | +328.0% | -311.8% | -14.4% |
| YTD | +21.7% | +297.8% | -276.1% | -9.9% |
| 1Y | +16.5% | +339.4% | -322.9% | -15.9% |
| 3Y | +154.2% | +201.7% | -47.6% | +76.3% |
| 5Y | +58.1% | +32.8% | +25.3% | +22.4% |
| 10Y | +273.5% | +274.8% | -1.3% | +115.4% |
| All | +950.4% | +286.3% | +664.1% | +410.7% |
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