+755.6%
GOOGL vs MXL
+313.4%
+442.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.5% | -5.8% | +0.7% |
| 7D | 0.0% | +18.9% | -18.8% | -2.6% |
| 30D | -1.4% | +0.3% | -1.7% | -2.1% |
| 3M | -5.3% | -8.0% | +2.7% | -7.6% |
| 6M | +9.8% | +341.2% | -331.5% | -24.6% |
| YTD | +8.4% | +327.8% | -319.5% | -25.8% |
| 1Y | +41.2% | +364.9% | -323.7% | -5.8% |
| 3Y | +149.6% | +229.2% | -79.7% | +59.6% |
| 5Y | +142.6% | +42.8% | +99.8% | +78.7% |
| All | +755.6% | +313.4% | +442.2% | +324.1% |
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