+82.2%
IBM vs MXL
+237.7%
-155.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +1.1% |
| 7D | +1.6% | +13.4% | -11.9% | +1.4% |
| 30D | +9.2% | -29.2% | +38.4% | +9.5% |
| 3M | +4.9% | -27.2% | +32.2% | +5.0% |
| 6M | +16.8% | -36.4% | +53.2% | +16.3% |
| YTD | -14.3% | +220.0% | -234.3% | -21.8% |
| 1Y | -16.7% | +304.8% | -321.5% | -25.0% |
| 3Y | +82.2% | +238.5% | -156.2% | +51.4% |
| All | +82.2% | +237.7% | -155.4% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling