+1,384.0%
MU vs MXL
+209.6%
+1,174.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.5% | -4.8% | +0.5% |
| 7D | +7.5% | +19.0% | -11.5% | +1.9% |
| 30D | +19.4% | +4.5% | +14.9% | +17.1% |
| 3M | +9.8% | -1.5% | +11.3% | +8.9% |
| 6M | +164.1% | +348.6% | -184.5% | +48.1% |
| YTD | +260.3% | +310.3% | -50.0% | +108.2% |
| 1Y | +661.2% | +344.7% | +316.5% | +323.2% |
| All | +1,384.0% | +209.6% | +1,174.4% | +673.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling