-5.0%
LUV vs MXL
+360.0%
-365.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.5% | -6.1% | +1.0% |
| 7D | -1.0% | +18.9% | -19.8% | -2.0% |
| 30D | -12.4% | +0.3% | -12.7% | -12.5% |
| 3M | -11.0% | -8.0% | -2.9% | -11.8% |
| 6M | -5.0% | +341.2% | -346.2% | -36.8% |
| All | -5.0% | +360.0% | -365.0% | -36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling