+220.6%
MXL vs COO
+522.0%
-301.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.0% | +12.4% | +11.9% |
| 7D | +5.5% | -2.3% | +7.8% | +6.9% |
| 30D | -32.6% | +13.3% | -45.9% | -37.9% |
| 3M | -13.1% | -18.1% | +4.9% | -6.1% |
| 6M | -41.4% | +6.7% | -48.1% | -47.5% |
| YTD | +243.9% | -23.2% | +267.2% | +273.1% |
| 1Y | +305.1% | -12.3% | +317.3% | +303.2% |
| 3Y | +260.1% | -23.6% | +283.6% | +275.4% |
| 5Y | -12.1% | -38.7% | +26.6% | +5.3% |
| 10Y | +182.8% | +42.2% | +140.6% | +112.7% |
| All | +220.6% | +522.0% | -301.4% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling