+143.8%
IBM vs MXL
+313.4%
-169.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.5% | -3.6% | +3.4% |
| 7D | +3.6% | +18.9% | -15.3% | +2.3% |
| 30D | +3.1% | +0.3% | +2.8% | +2.8% |
| 3M | -10.8% | -8.0% | -2.8% | -12.2% |
| 6M | -0.8% | +341.2% | -342.1% | -19.5% |
| YTD | -16.2% | +327.8% | -344.0% | -32.0% |
| 1Y | -2.9% | +364.9% | -367.8% | -22.4% |
| 3Y | +79.8% | +229.2% | -149.4% | +38.9% |
| 5Y | +124.9% | +42.8% | +82.1% | +86.1% |
| All | +143.8% | +313.4% | -169.5% | +42.2% |
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 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