+613.6%
INTC vs MXL
+270.5%
+343.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +6.0% | +3.1% | +7.4% |
| 7D | +17.4% | +15.5% | +2.0% | +13.0% |
| 30D | +2.8% | -11.3% | +14.1% | +5.6% |
| 3M | -5.3% | -16.1% | +10.8% | -2.7% |
| 6M | +140.6% | +323.0% | -182.4% | +57.6% |
| YTD | +183.1% | +281.5% | -98.4% | +90.3% |
| 1Y | +326.8% | +319.3% | +7.5% | +177.9% |
| 3Y | +179.4% | +189.4% | -9.9% | +79.3% |
| 5Y | +111.7% | +26.0% | +85.7% | +55.6% |
| 10Y | +253.8% | +243.5% | +10.3% | +91.0% |
| All | +613.6% | +270.5% | +343.2% | +261.1% |
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 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