+72.3%
MSFT vs MXL
+34.9%
+37.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.0% | -1.3% |
| 7D | -1.0% | +19.0% | -20.0% | -3.0% |
| 30D | -2.7% | +4.5% | -7.2% | -3.6% |
| 3M | +22.1% | -1.5% | +23.6% | +18.3% |
| 6M | +20.6% | +348.6% | -328.0% | -12.5% |
| YTD | +2.3% | +310.3% | -308.0% | -25.1% |
| 1Y | -0.5% | +344.7% | -345.3% | -29.1% |
| 3Y | +50.5% | +211.2% | -160.7% | +3.8% |
| 5Y | +72.3% | +34.8% | +37.5% | +49.0% |
| All | +72.3% | +34.9% | +37.4% | +49.0% |
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