+142.4%
GILD vs MXL
+40.1%
+102.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.3% | -0.8% |
| 7D | -4.8% | +18.9% | -23.7% | -4.8% |
| 30D | +5.8% | +0.3% | +5.5% | +5.8% |
| 3M | +14.9% | -8.0% | +23.0% | +14.7% |
| 6M | -0.4% | +341.2% | -341.6% | -3.2% |
| YTD | +18.5% | +327.8% | -309.3% | +15.2% |
| 1Y | +25.1% | +364.9% | -339.8% | +21.2% |
| 3Y | +105.9% | +229.2% | -123.3% | +97.0% |
| All | +142.4% | +40.1% | +102.3% | +136.6% |
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 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