+421.4%
GE vs MXL
+270.5%
+150.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.0% | -6.6% | -1.5% |
| 7D | +1.2% | +15.5% | -14.3% | -0.9% |
| 30D | -9.5% | -11.3% | +1.8% | -8.5% |
| 3M | +4.1% | -16.1% | +20.2% | +3.2% |
| 6M | +3.9% | +323.0% | -319.1% | -25.0% |
| YTD | +9.0% | +281.5% | -272.5% | -20.3% |
| 1Y | +21.9% | +319.3% | -297.4% | -13.0% |
| 3Y | +281.8% | +189.4% | +92.4% | +164.1% |
| 5Y | +436.7% | +26.0% | +410.7% | +309.3% |
| 10Y | +151.5% | +243.5% | -92.0% | +44.8% |
| All | +421.4% | +270.5% | +150.9% | +179.1% |
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