+120.6%
IBM vs MXL
+34.9%
+85.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.5% | -4.2% | +3.2% |
| 7D | +3.6% | +19.0% | -15.4% | +3.1% |
| 30D | +1.5% | +4.5% | -2.9% | +1.3% |
| 3M | -12.9% | -1.5% | -11.4% | -13.9% |
| 6M | -3.9% | +348.6% | -352.5% | -13.9% |
| YTD | -17.3% | +310.3% | -327.6% | -25.7% |
| 1Y | -5.0% | +344.7% | -349.7% | -15.3% |
| 3Y | +78.2% | +211.2% | -133.0% | +54.8% |
| 5Y | +120.6% | +34.8% | +85.8% | +100.1% |
| All | +120.6% | +34.9% | +85.7% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling