+116.4%
INFY vs MXL
+315.4%
-199.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.1% | +0.7% |
| 7D | -5.4% | +18.9% | -24.2% | -7.1% |
| 30D | -9.9% | +0.3% | -10.2% | -10.3% |
| 3M | -4.6% | -8.0% | +3.5% | -7.1% |
| 6M | -18.5% | +341.2% | -359.7% | -38.7% |
| YTD | -36.5% | +327.8% | -364.4% | -52.3% |
| 1Y | -32.8% | +364.9% | -397.7% | -50.5% |
| 3Y | -32.2% | +229.2% | -261.4% | -51.8% |
| 5Y | -44.7% | +42.8% | -87.5% | -57.0% |
| 10Y | +82.3% | +303.1% | -220.8% | +8.6% |
| All | +116.4% | +315.4% | -199.0% | +12.3% |
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