+159.7%
GILD vs MXL
+313.4%
-153.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.3% | -0.9% |
| 7D | -4.8% | +18.9% | -23.7% | -5.2% |
| 30D | +5.8% | +0.3% | +5.5% | +5.6% |
| 3M | +14.9% | -8.0% | +23.0% | +14.3% |
| 6M | -0.4% | +341.2% | -341.6% | -8.2% |
| YTD | +18.5% | +327.8% | -309.3% | +9.2% |
| 1Y | +25.1% | +364.9% | -339.8% | +14.4% |
| 3Y | +105.9% | +229.2% | -123.3% | +85.3% |
| 5Y | +143.0% | +42.8% | +100.2% | +126.7% |
| All | +159.7% | +313.4% | -153.6% | +110.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling