+4,689.7%
LLY vs MXL
+249.5%
+4,440.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.2% |
| 7D | -2.1% | +1.6% | -3.8% | -2.3% |
| 30D | -1.6% | -7.0% | +5.4% | -1.6% |
| 3M | +2.3% | -33.4% | +35.7% | +3.1% |
| 6M | +14.9% | +260.2% | -245.3% | -0.6% |
| YTD | +7.5% | +260.0% | -252.5% | -7.2% |
| 1Y | +55.7% | +303.5% | -247.8% | +32.4% |
| 3Y | +110.6% | +160.4% | -49.8% | +77.2% |
| 5Y | +363.4% | +14.7% | +348.7% | +306.6% |
| 10Y | +1,649.0% | +215.6% | +1,433.4% | +1,196.6% |
| All | +4,689.7% | +249.5% | +4,440.2% | +3,044.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling