+179.3%
KO vs MXL
+313.4%
-134.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.0% | +0.3% |
| 7D | +0.2% | +18.9% | -18.6% | -0.2% |
| 30D | +1.8% | +0.3% | +1.5% | +1.7% |
| 3M | +7.7% | -8.0% | +15.7% | +7.0% |
| 6M | +15.3% | +341.2% | -326.0% | +5.7% |
| YTD | +28.0% | +327.8% | -299.8% | +17.3% |
| 1Y | +34.3% | +364.9% | -330.6% | +22.2% |
| 3Y | +63.8% | +229.2% | -165.4% | +46.7% |
| 5Y | +84.1% | +42.8% | +41.3% | +71.9% |
| All | +179.3% | +313.4% | -134.0% | +100.2% |
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