+46.2%
MSFT vs MXL
+237.7%
-191.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.5% |
| 7D | -1.3% | +13.4% | -14.7% | -2.1% |
| 30D | -1.8% | -29.2% | +27.4% | -0.3% |
| 3M | +5.6% | -27.2% | +32.9% | +6.6% |
| 6M | +29.8% | -36.4% | +66.2% | +29.6% |
| YTD | +9.0% | +220.0% | -211.0% | -9.1% |
| 1Y | +4.9% | +304.8% | -299.8% | -15.1% |
| 3Y | +46.2% | +238.5% | -192.3% | +16.3% |
| All | +46.2% | +237.7% | -191.4% | +16.3% |
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