+472.7%
LLY vs MXL
-10.3%
+482.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.4% | -11.0% | +0.2% |
| 7D | +1.4% | +5.5% | -4.1% | +1.2% |
| 30D | +21.5% | -32.6% | +54.2% | +22.0% |
| 3M | +18.5% | -13.1% | +31.6% | +18.1% |
| 6M | +49.1% | -41.4% | +90.5% | +49.3% |
| YTD | +34.4% | +243.9% | -209.6% | +22.9% |
| 1Y | +46.3% | +305.1% | -258.8% | +32.3% |
| 3Y | +145.5% | +260.1% | -114.6% | +114.9% |
| 5Y | +472.7% | -12.1% | +484.8% | +440.1% |
| All | +472.7% | -10.3% | +482.9% | +440.1% |
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