+409.4%
GE vs MXL
+40.1%
+369.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -0.9% |
| 7D | -4.0% | +18.9% | -22.8% | -5.6% |
| 30D | -11.4% | +0.3% | -11.7% | -11.7% |
| 3M | -2.6% | -8.0% | +5.4% | -4.0% |
| 6M | -0.3% | +341.2% | -341.6% | -23.6% |
| YTD | +5.4% | +327.8% | -322.5% | -19.2% |
| 1Y | +15.5% | +364.9% | -349.4% | -13.2% |
| 3Y | +260.8% | +229.2% | +31.5% | +161.1% |
| All | +409.4% | +40.1% | +369.3% | +316.8% |
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