+1,014.6%
MU vs MXL
-10.3%
+1,024.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +11.4% | +0.5% | +8.1% |
| 7D | +2.0% | +5.5% | -3.4% | +0.4% |
| 30D | -18.0% | -32.6% | +14.7% | -7.3% |
| 3M | -6.6% | -13.1% | +6.6% | -4.7% |
| 6M | +2.0% | -41.4% | +43.4% | +14.6% |
| YTD | +184.5% | +243.9% | -59.5% | +60.1% |
| 1Y | +236.9% | +305.1% | -68.2% | +78.2% |
| 3Y | +987.0% | +260.1% | +726.9% | +411.0% |
| 5Y | +1,014.6% | -12.1% | +1,026.7% | +797.9% |
| All | +1,014.6% | -10.3% | +1,024.9% | +797.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling