+9,895.3%
MU vs MXL
+249.5%
+9,645.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.5% | +0.6% | +4.2% |
| 7D | +9.0% | +1.6% | +7.3% | +8.4% |
| 30D | +13.8% | -7.0% | +20.8% | +15.6% |
| 3M | +2.1% | -33.4% | +35.5% | +14.4% |
| 6M | +153.8% | +260.2% | -106.4% | +40.2% |
| YTD | +256.4% | +260.0% | -3.6% | +96.4% |
| 1Y | +719.8% | +303.5% | +416.3% | +329.9% |
| 3Y | +1,360.4% | +160.4% | +1,199.9% | +674.4% |
| 5Y | +1,312.4% | +14.7% | +1,297.7% | +834.1% |
| 10Y | +6,142.6% | +215.6% | +5,927.0% | +2,512.7% |
| All | +9,895.3% | +249.5% | +9,645.8% | +3,694.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling