+2,302.7%
GOOG vs MXL
+286.3%
+2,016.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.0% |
| 7D | -2.5% | +16.6% | -19.1% | -4.7% |
| 30D | -3.6% | +0.5% | -4.1% | -4.3% |
| 3M | -6.4% | -3.6% | -2.8% | -9.3% |
| 6M | +7.8% | +328.0% | -320.2% | -22.7% |
| YTD | +5.5% | +297.8% | -292.3% | -24.0% |
| 1Y | +38.3% | +339.4% | -301.1% | -2.9% |
| 3Y | +143.1% | +201.7% | -58.7% | +66.2% |
| 5Y | +135.0% | +32.8% | +102.2% | +79.0% |
| 10Y | +778.1% | +274.8% | +503.3% | +419.0% |
| All | +2,302.7% | +286.3% | +2,016.4% | +1,224.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling