+257.4%
IBM vs MXL
+210.8%
+46.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +1.4% |
| 7D | +1.6% | +13.4% | -11.9% | +0.5% |
| 30D | +9.2% | -29.2% | +38.4% | +11.3% |
| 3M | +4.9% | -27.2% | +32.2% | +5.8% |
| 6M | +16.8% | -36.4% | +53.2% | +16.3% |
| YTD | -14.3% | +220.0% | -234.3% | -29.9% |
| 1Y | -16.7% | +304.8% | -321.5% | -33.7% |
| 3Y | +82.2% | +238.5% | -156.2% | +37.7% |
| 5Y | +149.9% | -18.8% | +168.7% | +116.1% |
| 10Y | +142.6% | +163.1% | -20.5% | +63.0% |
| All | +257.4% | +210.8% | +46.7% | +117.9% |
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