+417.3%
GE vs MXL
+210.8%
+206.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +1.0% |
| 7D | +2.7% | +13.4% | -10.8% | +0.8% |
| 30D | +8.1% | -29.2% | +37.3% | +11.9% |
| 3M | -7.9% | -27.2% | +19.4% | -6.2% |
| 6M | +12.9% | -36.4% | +49.3% | +13.3% |
| YTD | +8.2% | +220.0% | -211.8% | -20.7% |
| 1Y | +9.7% | +304.8% | -295.1% | -23.0% |
| 3Y | +266.1% | +238.5% | +27.6% | +140.8% |
| 5Y | +407.4% | -18.8% | +426.1% | +308.3% |
| 10Y | +150.3% | +163.1% | -12.8% | +46.7% |
| All | +417.3% | +210.8% | +206.6% | +177.6% |
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