+57.3%
LLY vs MXL
+276.5%
-219.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -11.1% | +11.7% | +0.2% |
| 7D | +10.1% | -24.3% | +34.4% | +8.9% |
| 30D | +24.0% | -46.1% | +70.2% | +21.5% |
| 3M | +27.3% | -21.8% | +49.1% | +26.7% |
| 6M | +47.0% | -27.2% | +74.2% | +46.8% |
| YTD | +32.6% | +226.2% | -193.6% | +28.4% |
| 1Y | +57.3% | +297.0% | -239.6% | +50.0% |
| All | +57.3% | +276.5% | -219.1% | +50.0% |
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