+34.8%
MXL vs COO
-44.2%
+79.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.2% | +13.8% | +10.5% |
| 7D | +19.0% | -9.0% | +27.9% | +23.9% |
| 30D | +4.5% | -16.8% | +21.3% | +13.5% |
| 3M | -1.5% | -7.5% | +6.0% | -0.5% |
| 6M | +348.6% | -16.3% | +364.9% | +375.3% |
| YTD | +310.3% | -22.5% | +332.8% | +358.7% |
| 1Y | +344.7% | -7.0% | +351.7% | +337.1% |
| 3Y | +211.2% | -27.5% | +238.6% | +242.7% |
| 5Y | +34.8% | -43.3% | +78.2% | +75.6% |
| All | +34.8% | -44.2% | +79.0% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling