+244.0%
EQIX vs MXL
+313.4%
-69.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.5% | -6.2% | +0.6% |
| 7D | +0.2% | +18.9% | -18.7% | -1.5% |
| 30D | -2.5% | +0.3% | -2.8% | -2.8% |
| 3M | 0.0% | -8.0% | +8.0% | -1.5% |
| 6M | +7.6% | +341.2% | -333.6% | -14.9% |
| YTD | +37.5% | +327.8% | -290.3% | +8.8% |
| 1Y | +32.9% | +364.9% | -332.0% | +3.3% |
| 3Y | +42.8% | +229.2% | -186.5% | +8.1% |
| 5Y | +35.8% | +42.8% | -6.9% | +11.4% |
| All | +244.0% | +313.4% | -69.4% | +105.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling