+2,158.9%
MSFT vs MXL
+249.5%
+1,909.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.6% | -2.8% |
| 7D | -2.7% | +1.6% | -4.3% | -3.0% |
| 30D | +2.7% | -7.0% | +9.7% | +3.0% |
| 3M | +17.0% | -33.4% | +50.4% | +19.3% |
| 6M | +23.8% | +260.2% | -236.3% | -8.9% |
| YTD | +4.0% | +260.0% | -256.0% | -24.0% |
| 1Y | -0.8% | +303.5% | -304.3% | -29.7% |
| 3Y | +55.6% | +160.4% | -104.8% | +8.6% |
| 5Y | +72.9% | +14.7% | +58.2% | +34.5% |
| 10Y | +875.8% | +215.6% | +660.2% | +489.5% |
| All | +2,158.9% | +249.5% | +1,909.3% | +1,160.2% |
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 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