+1,549.9%
LLY vs MXL
+313.4%
+1,236.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.2% | -1.0% |
| 7D | -2.9% | +18.9% | -21.8% | -3.7% |
| 30D | -8.4% | +0.3% | -8.8% | -8.7% |
| 3M | -3.8% | -8.0% | +4.3% | -4.6% |
| 6M | +11.9% | +341.2% | -329.3% | -1.9% |
| YTD | +4.3% | +327.8% | -323.5% | -8.6% |
| 1Y | +48.5% | +364.9% | -316.4% | +28.6% |
| 3Y | +91.2% | +229.2% | -138.0% | +62.6% |
| 5Y | +387.5% | +42.8% | +344.7% | +331.5% |
| All | +1,549.9% | +313.4% | +1,236.5% | +1,068.0% |
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 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