+26.1%
MMM vs MXL
+34.9%
-8.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.5% | -9.4% | -2.3% |
| 7D | -2.6% | +19.0% | -21.6% | -3.6% |
| 30D | -9.3% | +4.5% | -13.8% | -9.8% |
| 3M | +5.6% | -1.5% | +7.1% | +4.0% |
| 6M | +9.5% | +348.6% | -339.2% | -8.6% |
| YTD | +4.1% | +310.3% | -306.1% | -12.5% |
| 1Y | +9.4% | +344.7% | -335.3% | -9.3% |
| 3Y | +101.0% | +211.2% | -110.2% | +62.5% |
| 5Y | +26.1% | +34.8% | -8.7% | +7.2% |
| All | +26.1% | +34.9% | -8.8% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling