+719.8%
MU vs MXL
+316.6%
+403.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.5% | +0.6% | +4.6% |
| 7D | +9.0% | +1.6% | +7.3% | +8.5% |
| 30D | +13.8% | -7.0% | +20.8% | +15.4% |
| 3M | +2.1% | -33.4% | +35.5% | +10.9% |
| 6M | +153.8% | +260.2% | -106.4% | +62.8% |
| YTD | +256.4% | +260.0% | -3.6% | +126.9% |
| 1Y | +719.8% | +303.5% | +416.3% | +381.3% |
| All | +719.8% | +316.6% | +403.2% | +381.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling