+4,407.5%
MU vs MXL
+161.9%
+4,245.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.9% | -0.5% |
| 7D | +12.8% | +13.4% | -0.6% | +7.7% |
| 30D | -14.9% | -29.2% | +14.4% | -4.1% |
| 3M | -18.0% | -27.2% | +9.2% | -11.0% |
| 6M | -3.1% | -36.4% | +33.3% | +7.4% |
| YTD | +172.9% | +220.0% | -47.1% | +43.6% |
| 1Y | +228.8% | +304.8% | -75.9% | +57.3% |
| 3Y | +950.8% | +238.5% | +712.4% | +353.6% |
| 5Y | +931.3% | -18.8% | +950.0% | +647.4% |
| All | +4,407.5% | +161.9% | +4,245.6% | +1,443.0% |
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 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