+4,524.1%
MU vs MXL
+176.8%
+4,347.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.0% |
| 7D | +21.6% | +33.1% | -11.4% | +9.5% |
| 30D | -16.2% | -33.5% | +17.3% | -3.6% |
| 3M | -12.4% | -20.7% | +8.3% | -7.7% |
| 6M | +4.2% | -35.9% | +40.1% | +14.9% |
| YTD | +180.0% | +238.3% | -58.3% | +44.4% |
| 1Y | +226.4% | +296.2% | -69.8% | +57.7% |
| 3Y | +969.7% | +254.1% | +715.6% | +354.5% |
| 5Y | +957.9% | -14.1% | +972.1% | +651.5% |
| All | +4,524.1% | +176.8% | +4,347.3% | +1,451.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling