+49.8%
LLY vs MXL
+329.6%
-279.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | -0.2% |
| 7D | -3.2% | +16.6% | -19.8% | -2.7% |
| 30D | -7.4% | +0.5% | -7.9% | -7.4% |
| 3M | -1.0% | -3.6% | +2.6% | -0.8% |
| 6M | +12.5% | +328.0% | -315.5% | +9.7% |
| YTD | +5.0% | +297.8% | -292.8% | +2.3% |
| 1Y | +49.8% | +339.4% | -289.7% | +44.6% |
| All | +49.8% | +329.6% | -279.9% | +44.6% |
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