+145.8%
GOOG vs MXL
+222.8%
-77.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.0% | +1.0% |
| 7D | 0.0% | +18.9% | -18.8% | -1.2% |
| 30D | -2.0% | +0.3% | -2.3% | -2.2% |
| 3M | -5.9% | -8.0% | +2.2% | -6.9% |
| 6M | +8.9% | +341.2% | -332.3% | -11.7% |
| YTD | +7.1% | +327.8% | -320.7% | -13.3% |
| 1Y | +39.7% | +364.9% | -325.2% | +11.0% |
| 3Y | +145.8% | +229.2% | -83.4% | +95.7% |
| All | +145.8% | +222.8% | -77.0% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling