+50.6%
LYB vs MXL
+276.5%
-225.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -11.1% | +6.4% | -5.0% |
| 7D | -6.2% | -24.3% | +18.1% | -6.9% |
| 30D | +6.3% | -46.1% | +52.4% | +4.8% |
| 3M | +4.1% | -21.8% | +25.9% | +3.7% |
| 6M | -15.5% | -27.2% | +11.8% | -15.5% |
| YTD | +50.2% | +226.2% | -175.9% | +66.1% |
| 1Y | +50.6% | +297.0% | -246.4% | +68.9% |
| All | +50.6% | +276.5% | -225.9% | +68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling