+2,080.1%
LLY vs MXL
+161.9%
+1,918.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +1.5% |
| 7D | +6.7% | +13.4% | -6.7% | +6.2% |
| 30D | +19.6% | -29.2% | +48.8% | +20.6% |
| 3M | +19.7% | -27.2% | +46.9% | +20.1% |
| 6M | +42.7% | -36.4% | +79.2% | +42.5% |
| YTD | +35.1% | +220.0% | -184.9% | +19.1% |
| 1Y | +42.2% | +304.8% | -262.6% | +22.9% |
| 3Y | +140.8% | +238.5% | -97.7% | +101.2% |
| 5Y | +480.6% | -18.8% | +499.3% | +432.1% |
| All | +2,080.1% | +161.9% | +1,918.2% | +1,440.2% |
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