+2,896.3%
KLAC vs MXL
+313.4%
+2,583.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.5% | -5.6% | -0.6% |
| 7D | -2.7% | +18.9% | -21.5% | -8.5% |
| 30D | -13.2% | +0.3% | -13.5% | -14.2% |
| 3M | -25.0% | -8.0% | -17.0% | -25.2% |
| 6M | +23.6% | +341.2% | -317.6% | -39.1% |
| YTD | +49.2% | +327.8% | -278.6% | -25.4% |
| 1Y | +89.3% | +364.9% | -275.6% | -9.7% |
| 3Y | +274.4% | +229.2% | +45.1% | +67.6% |
| 5Y | +440.9% | +42.8% | +398.2% | +224.1% |
| All | +2,896.3% | +313.4% | +2,583.0% | +889.8% |
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