+390.2%
LLY vs MXL
+34.9%
+355.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.5% | -0.1% |
| 7D | -3.1% | +19.0% | -22.1% | -3.4% |
| 30D | -8.6% | +4.5% | -13.1% | -8.8% |
| 3M | -1.6% | -1.5% | -0.1% | -2.4% |
| 6M | +11.8% | +348.6% | -336.8% | +2.0% |
| YTD | +5.1% | +310.3% | -305.2% | -3.8% |
| 1Y | +50.7% | +344.7% | -294.0% | +36.8% |
| 3Y | +95.7% | +211.2% | -115.5% | +74.2% |
| 5Y | +390.2% | +34.8% | +355.3% | +351.8% |
| All | +390.2% | +34.9% | +355.2% | +351.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling