+1,626.2%
MKSI vs MXL
+315.4%
+1,310.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.5% | -5.5% | -0.5% |
| 7D | +2.7% | +18.9% | -16.2% | -3.4% |
| 30D | -12.8% | +0.3% | -13.1% | -13.5% |
| 3M | -22.5% | -8.0% | -14.5% | -22.4% |
| 6M | +19.4% | +341.2% | -321.9% | -41.7% |
| YTD | +67.7% | +327.8% | -260.1% | -17.2% |
| 1Y | +131.4% | +364.9% | -233.5% | +9.9% |
| 3Y | +197.3% | +229.2% | -31.9% | +40.1% |
| 5Y | +87.0% | +42.8% | +44.2% | +13.8% |
| 10Y | +522.1% | +303.1% | +219.0% | +153.3% |
| All | +1,626.2% | +315.4% | +1,310.8% | +515.6% |
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