+147.5%
GE vs MXL
+313.4%
-165.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -1.2% |
| 7D | -4.0% | +18.9% | -22.8% | -6.3% |
| 30D | -11.4% | +0.3% | -11.7% | -11.9% |
| 3M | -2.6% | -8.0% | +5.4% | -4.6% |
| 6M | -0.3% | +341.2% | -341.6% | -29.3% |
| YTD | +5.4% | +327.8% | -322.5% | -25.2% |
| 1Y | +15.5% | +364.9% | -349.4% | -20.1% |
| 3Y | +260.8% | +229.2% | +31.5% | +139.6% |
| 5Y | +421.6% | +42.8% | +378.9% | +288.2% |
| All | +147.5% | +313.4% | -165.9% | +22.5% |
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