+38.6%
GILD vs MXL
+222.1%
-183.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.0% | -11.4% | -0.1% |
| 7D | -2.2% | -27.1% | +24.9% | -3.1% |
| 30D | +13.6% | -54.2% | +67.8% | +11.2% |
| 3M | +28.3% | -29.9% | +58.2% | +27.2% |
| 6M | +23.9% | -39.5% | +63.4% | +22.8% |
| YTD | +38.4% | +182.2% | -143.7% | +36.2% |
| 1Y | +38.6% | +231.8% | -193.3% | +37.4% |
| All | +38.6% | +222.1% | -183.5% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling