-22.8%
LYB vs MXL
+222.8%
-245.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.5% | -1.2% |
| 7D | +0.3% | +18.9% | -18.6% | -0.4% |
| 30D | +2.5% | +0.3% | +2.1% | +2.3% |
| 3M | +1.4% | -8.0% | +9.4% | +0.6% |
| 6M | -3.5% | +341.2% | -344.7% | -15.4% |
| YTD | +52.0% | +327.8% | -275.8% | +33.2% |
| 1Y | +22.1% | +364.9% | -342.8% | +5.4% |
| 3Y | -22.8% | +229.2% | -252.0% | -35.1% |
| All | -22.8% | +222.8% | -245.6% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling