+95.6%
LLY vs MXL
+186.9%
-91.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.0% | -8.2% | -2.3% |
| 7D | -3.1% | +15.5% | -18.6% | -3.3% |
| 30D | -5.1% | -11.3% | +6.2% | -5.0% |
| 3M | -2.1% | -16.1% | +14.1% | -2.4% |
| 6M | +13.8% | +323.0% | -309.2% | +4.0% |
| YTD | +5.1% | +281.5% | -276.4% | -3.6% |
| 1Y | +53.1% | +319.3% | -266.2% | +38.9% |
| 3Y | +95.6% | +189.4% | -93.7% | +82.9% |
| All | +95.6% | +186.9% | -91.3% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling