+38.3%
KMB vs MXL
+161.9%
-123.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.4% | +7.5% | +2.0% |
| 7D | +0.9% | +13.4% | -12.5% | +1.0% |
| 30D | +10.1% | -29.2% | +39.3% | +9.9% |
| 3M | 0.0% | -27.2% | +27.3% | -0.1% |
| 6M | +15.7% | -36.4% | +52.1% | +15.5% |
| YTD | +12.6% | +220.0% | -207.4% | +10.1% |
| 1Y | +10.1% | +304.8% | -294.7% | +7.3% |
| 3Y | +2.1% | +238.5% | -236.3% | -1.7% |
| 5Y | -0.7% | -18.8% | +18.1% | -0.7% |
| All | +38.3% | +161.9% | -123.6% | +19.3% |
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 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