+411.8%
GE vs MXL
-19.3%
+431.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +0.8% |
| 7D | +2.7% | +13.4% | -10.8% | +1.3% |
| 30D | +8.1% | -29.2% | +37.3% | +10.7% |
| 3M | -7.9% | -27.2% | +19.4% | -6.7% |
| 6M | +12.9% | -36.4% | +49.3% | +13.2% |
| YTD | +8.2% | +220.0% | -211.8% | -16.0% |
| 1Y | +9.7% | +304.8% | -295.1% | -18.1% |
| 3Y | +266.1% | +238.5% | +27.6% | +153.6% |
| All | +411.8% | -19.3% | +431.0% | +333.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling