-12.8%
KMB vs MXL
+209.6%
-222.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.5% | -11.6% | -3.9% |
| 7D | -8.6% | +19.0% | -27.6% | -8.1% |
| 30D | -7.5% | +4.5% | -12.0% | -7.3% |
| 3M | -0.6% | -1.5% | +0.9% | -0.2% |
| 6M | -1.5% | +348.6% | -350.2% | +2.5% |
| YTD | +1.6% | +310.3% | -308.7% | +5.6% |
| 1Y | -20.8% | +344.7% | -365.5% | -17.3% |
| All | -12.8% | +209.6% | -222.3% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling