+42.7%
MKSI vs MXL
+276.5%
-233.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -11.1% | +6.1% | -2.2% |
| 7D | -10.7% | -24.3% | +13.7% | -4.3% |
| 30D | -30.5% | -46.1% | +15.6% | -19.6% |
| 3M | -39.2% | -21.8% | -17.3% | -36.0% |
| 6M | -33.0% | -27.2% | -5.8% | -28.1% |
| YTD | +22.3% | +226.2% | -203.8% | -20.6% |
| 1Y | +42.7% | +297.0% | -254.3% | -14.1% |
| All | +42.7% | +276.5% | -233.8% | -14.1% |
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 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