+590.9%
JPM vs MXL
+313.4%
+277.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.8% | -0.1% |
| 7D | -0.7% | +18.9% | -19.5% | -2.8% |
| 30D | -2.5% | +0.3% | -2.8% | -3.0% |
| 3M | +14.1% | -8.0% | +22.2% | +11.9% |
| 6M | +25.1% | +341.2% | -316.2% | -8.7% |
| YTD | +12.1% | +327.8% | -315.7% | -18.2% |
| 1Y | +18.8% | +364.9% | -346.1% | -15.4% |
| 3Y | +163.4% | +229.2% | -65.8% | +80.3% |
| 5Y | +156.5% | +42.8% | +113.8% | +95.1% |
| All | +590.9% | +313.4% | +277.5% | +243.4% |
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 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