+25.7%
LIN vs MXL
+252.3%
-226.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.2% |
| 7D | +2.0% | -15.9% | +17.9% | +1.8% |
| 30D | +7.9% | -44.0% | +51.9% | +7.2% |
| 3M | +6.3% | -21.3% | +27.6% | +6.3% |
| 6M | +6.5% | -46.1% | +52.6% | +6.1% |
| YTD | +23.6% | +208.8% | -185.3% | +27.4% |
| 1Y | +25.7% | +255.5% | -229.8% | +28.6% |
| All | +25.7% | +252.3% | -226.6% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling