+212.2%
KMB vs MXL
+249.5%
-37.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -1.7% |
| 7D | -3.0% | +1.6% | -4.7% | -3.1% |
| 30D | -5.5% | -7.0% | +1.5% | -5.4% |
| 3M | +14.0% | -33.4% | +47.4% | +14.2% |
| 6M | +4.1% | +260.2% | -256.1% | -1.0% |
| YTD | +8.0% | +260.0% | -251.9% | +2.7% |
| 1Y | -13.7% | +303.5% | -317.2% | -18.5% |
| 3Y | -5.9% | +160.4% | -166.4% | -11.5% |
| 5Y | -8.6% | +14.7% | -23.3% | -12.3% |
| 10Y | +17.3% | +215.6% | -198.3% | +0.6% |
| All | +212.2% | +249.5% | -37.3% | +153.8% |
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 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