+2,349.1%
GOOGL vs MXL
+270.5%
+2,078.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.0% | -6.0% | -0.9% |
| 7D | +1.1% | +15.5% | -14.4% | -1.0% |
| 30D | -4.4% | -11.3% | +6.9% | -3.4% |
| 3M | -6.8% | -16.1% | +9.3% | -7.8% |
| 6M | +13.6% | +323.0% | -309.5% | -18.6% |
| YTD | +8.3% | +281.5% | -273.2% | -21.6% |
| 1Y | +44.9% | +319.3% | -274.3% | +2.4% |
| 3Y | +150.5% | +189.4% | -38.9% | +71.9% |
| 5Y | +137.7% | +26.0% | +111.7% | +82.2% |
| 10Y | +750.9% | +243.5% | +507.4% | +407.4% |
| All | +2,349.1% | +270.5% | +2,078.6% | +1,254.5% |
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