+40.4%
MXL vs EXEL
+180.6%
-140.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.3% | +9.8% | +8.0% |
| 7D | +18.9% | -4.9% | +23.8% | +20.1% |
| 30D | +0.3% | +11.4% | -11.1% | -2.2% |
| 3M | -8.0% | +4.9% | -12.9% | -9.5% |
| 6M | +341.2% | +34.4% | +306.8% | +304.9% |
| YTD | +327.8% | +28.0% | +299.8% | +296.8% |
| 1Y | +364.9% | +43.6% | +321.3% | +314.7% |
| 3Y | +229.2% | +155.2% | +74.0% | +128.9% |
| All | +40.4% | +180.6% | -140.2% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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