+235.5%
MXL vs COO
+587.8%
-352.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.4% |
| 7D | +1.6% | -2.2% | +3.9% | +2.9% |
| 30D | -7.0% | -7.0% | 0.0% | -3.7% |
| 3M | -33.4% | +12.2% | -45.6% | -40.0% |
| 6M | +260.2% | -15.1% | +275.3% | +280.6% |
| YTD | +260.0% | -15.1% | +275.0% | +280.3% |
| 1Y | +303.5% | +2.3% | +301.1% | +278.6% |
| 3Y | +160.4% | -23.7% | +184.1% | +182.6% |
| 5Y | +14.7% | -38.9% | +53.6% | +42.1% |
| 10Y | +215.6% | +49.9% | +165.7% | +137.0% |
| All | +235.5% | +587.8% | -352.3% | +5.2% |
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