+16.1%
JPM vs MXL
+276.5%
-260.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -11.1% | +15.3% | +4.2% |
| 7D | +3.8% | -24.3% | +28.1% | +3.9% |
| 30D | +6.5% | -46.1% | +52.6% | +6.9% |
| 3M | -1.0% | -21.8% | +20.8% | -1.0% |
| 6M | +15.5% | -27.2% | +42.8% | +14.9% |
| YTD | +11.4% | +226.2% | -214.8% | -3.0% |
| 1Y | +16.1% | +297.0% | -280.9% | -3.4% |
| All | +16.1% | +276.5% | -260.4% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling