+995.4%
MU vs MXL
+262.9%
+732.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +11.4% | +0.5% | +8.2% |
| 7D | +2.0% | +5.5% | -3.4% | +0.4% |
| 30D | -18.0% | -32.6% | +14.7% | -7.9% |
| 3M | -6.6% | -13.1% | +6.6% | -4.7% |
| 6M | +2.0% | -41.4% | +43.4% | +13.8% |
| YTD | +184.5% | +243.9% | -59.5% | +68.4% |
| 1Y | +236.9% | +305.1% | -68.2% | +87.7% |
| All | +995.4% | +262.9% | +732.5% | +431.9% |
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 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