+317.2%
MXL vs COO
-10.1%
+327.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.7% | +8.7% | +2.5% |
| 7D | +15.5% | -2.3% | +17.8% | +12.4% |
| 30D | -11.3% | -8.8% | -2.5% | -20.5% |
| 3M | -16.1% | +1.3% | -17.5% | -12.3% |
| All | +317.2% | -10.1% | +327.3% | +447.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling