-44.6%
INFY vs MXL
+40.1%
-84.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.1% | +1.1% |
| 7D | -5.4% | +18.9% | -24.2% | -6.1% |
| 30D | -9.9% | +0.3% | -10.2% | -10.0% |
| 3M | -4.6% | -8.0% | +3.5% | -5.9% |
| 6M | -18.5% | +341.2% | -359.7% | -32.3% |
| YTD | -36.5% | +327.8% | -364.4% | -47.3% |
| 1Y | -32.8% | +364.9% | -397.7% | -45.0% |
| 3Y | -32.2% | +229.2% | -261.4% | -46.2% |
| All | -44.6% | +40.1% | -84.7% | -49.6% |
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