+1,101.4%
JPM vs MXL
+298.4%
+803.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.2% | -0.7% |
| 7D | -0.4% | +19.0% | -19.4% | -2.9% |
| 30D | -1.4% | +4.5% | -5.9% | -2.6% |
| 3M | +13.9% | -1.5% | +15.5% | +10.1% |
| 6M | +23.5% | +348.6% | -325.1% | -13.2% |
| YTD | +11.6% | +310.3% | -298.6% | -20.7% |
| 1Y | +21.4% | +344.7% | -323.3% | -16.0% |
| 3Y | +163.4% | +211.2% | -47.7% | +75.6% |
| 5Y | +152.5% | +34.8% | +117.7% | +86.5% |
| 10Y | +592.1% | +286.5% | +305.6% | +258.5% |
| All | +1,101.4% | +298.4% | +803.0% | +427.1% |
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