+252.1%
INTC vs MXL
+313.4%
-61.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.5% | -4.9% | +0.2% |
| 7D | +7.5% | +18.9% | -11.4% | +1.8% |
| 30D | +2.0% | +0.3% | +1.6% | +1.2% |
| 3M | -12.0% | -8.0% | -3.9% | -12.1% |
| 6M | +114.5% | +341.2% | -226.7% | +27.6% |
| YTD | +179.0% | +327.8% | -148.9% | +67.5% |
| 1Y | +318.3% | +364.9% | -46.6% | +142.6% |
| 3Y | +171.2% | +229.2% | -58.0% | +52.1% |
| 5Y | +107.6% | +42.8% | +64.8% | +37.7% |
| All | +252.1% | +313.4% | -61.2% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling