-13.3%
IBM vs MXL
+276.5%
-289.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -11.1% | +12.8% | +1.5% |
| 7D | +0.4% | -24.3% | +24.8% | +0.1% |
| 30D | +14.8% | -46.1% | +60.9% | +13.9% |
| 3M | +8.9% | -21.8% | +30.8% | +8.6% |
| 6M | +12.4% | -27.2% | +39.7% | +11.2% |
| YTD | -12.4% | +226.2% | -238.6% | -23.7% |
| 1Y | -13.3% | +297.0% | -310.3% | -28.2% |
| All | -13.3% | +276.5% | -289.8% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling