+5,731.6%
MU vs MXL
+313.4%
+5,418.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.8% | -2.9% |
| 7D | -4.1% | +18.9% | -22.9% | -10.1% |
| 30D | +7.0% | +0.3% | +6.7% | +5.9% |
| 3M | -2.1% | -8.0% | +6.0% | -1.9% |
| 6M | +133.1% | +341.2% | -208.2% | +12.1% |
| YTD | +241.9% | +327.8% | -85.9% | +66.0% |
| 1Y | +548.8% | +364.9% | +183.9% | +201.3% |
| 3Y | +1,308.2% | +229.2% | +1,079.0% | +531.0% |
| 5Y | +1,260.7% | +42.8% | +1,217.9% | +695.1% |
| All | +5,731.6% | +313.4% | +5,418.3% | +1,651.9% |
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