+136.0%
GOOG vs MXL
+40.1%
+95.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.0% | +0.7% |
| 7D | 0.0% | +18.9% | -18.8% | -2.0% |
| 30D | -2.0% | +0.3% | -2.3% | -2.5% |
| 3M | -5.9% | -8.0% | +2.2% | -7.7% |
| 6M | +8.9% | +341.2% | -332.3% | -21.1% |
| YTD | +7.1% | +327.8% | -320.7% | -22.6% |
| 1Y | +39.7% | +364.9% | -325.2% | -1.6% |
| 3Y | +145.8% | +229.2% | -83.4% | +66.5% |
| All | +136.0% | +40.1% | +95.9% | +99.3% |
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