+274.2%
MXL vs COO
+17.5%
+256.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -14.7% | +11.6% | +5.4% |
| 7D | +16.6% | -23.3% | +40.0% | +34.2% |
| 30D | +0.5% | -29.5% | +29.9% | +21.1% |
| 3M | -3.6% | -20.0% | +16.3% | +5.4% |
| 6M | +328.0% | -27.2% | +355.2% | +386.4% |
| YTD | +297.8% | -33.9% | +331.7% | +383.6% |
| 1Y | +339.4% | -19.9% | +359.4% | +365.6% |
| 3Y | +201.7% | -38.1% | +239.8% | +264.4% |
| 5Y | +32.8% | -52.0% | +84.7% | +90.8% |
| All | +274.2% | +17.5% | +256.7% | +214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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