+632.8%
LYB vs MXL
+337.1%
+295.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.5% | -2.1% |
| 7D | +0.3% | +18.9% | -18.6% | -2.5% |
| 30D | +2.5% | +0.3% | +2.1% | +1.7% |
| 3M | +1.4% | -8.0% | +9.4% | -1.5% |
| 6M | -3.5% | +341.2% | -344.7% | -34.8% |
| YTD | +52.0% | +327.8% | -275.8% | +2.6% |
| 1Y | +22.1% | +364.9% | -342.8% | -20.0% |
| 3Y | -22.8% | +229.2% | -252.0% | -51.9% |
| 5Y | -3.4% | +42.8% | -46.1% | -32.5% |
| 10Y | +47.4% | +303.1% | -255.7% | -29.7% |
| All | +632.8% | +337.1% | +295.7% | +181.5% |
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