+5,889.6%
LLY vs MXL
+234.0%
+5,655.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.4% | -11.0% | -0.3% |
| 7D | +1.4% | +5.5% | -4.1% | +0.9% |
| 30D | +21.5% | -32.6% | +54.2% | +23.4% |
| 3M | +18.5% | -13.1% | +31.6% | +17.9% |
| 6M | +49.1% | -41.4% | +90.5% | +49.7% |
| YTD | +34.4% | +243.9% | -209.6% | +15.1% |
| 1Y | +46.3% | +305.1% | -258.8% | +23.4% |
| 3Y | +145.5% | +260.1% | -114.6% | +98.9% |
| 5Y | +472.7% | -12.1% | +484.8% | +410.8% |
| 10Y | +2,049.9% | +182.8% | +1,867.2% | +1,494.1% |
| All | +5,889.6% | +234.0% | +5,655.7% | +3,802.2% |
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