+10,432.1%
KLAC vs MXL
+298.4%
+10,133.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.5% | -10.7% | -5.4% |
| 7D | +6.2% | +19.0% | -12.8% | +0.7% |
| 30D | -5.0% | +4.5% | -9.5% | -7.1% |
| 3M | -14.4% | -1.5% | -12.9% | -15.8% |
| 6M | +28.3% | +348.6% | -320.3% | -28.8% |
| YTD | +51.1% | +310.3% | -259.2% | -13.5% |
| 1Y | +100.4% | +344.7% | -244.3% | +10.7% |
| 3Y | +276.3% | +211.2% | +65.2% | +101.1% |
| 5Y | +452.1% | +34.8% | +417.2% | +267.1% |
| 10Y | +2,986.0% | +286.5% | +2,699.4% | +1,321.3% |
| All | +10,432.1% | +298.4% | +10,133.7% | +4,287.3% |
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