-24.5%
KVUE vs MXL
+212.3%
-236.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.6% | 0.0% |
| 7D | -5.1% | +18.9% | -24.0% | -4.9% |
| 30D | -6.3% | +0.3% | -6.6% | -6.3% |
| 3M | -0.5% | -8.0% | +7.5% | -0.5% |
| 6M | +3.1% | +341.2% | -338.2% | +1.5% |
| YTD | +6.7% | +327.8% | -321.1% | +5.0% |
| 1Y | -1.1% | +364.9% | -366.0% | -2.9% |
| 3Y | -8.7% | +229.2% | -238.0% | -12.1% |
| All | -24.5% | +212.3% | -236.8% | -27.1% |
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