+255.6%
MXL vs EXEL
+837.7%
-582.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.3% | +8.3% | +6.4% |
| 7D | +15.5% | +1.4% | +14.1% | +15.2% |
| 30D | -11.3% | +6.7% | -18.0% | -12.5% |
| 3M | -16.1% | +11.5% | -27.6% | -18.2% |
| 6M | +323.0% | +38.8% | +284.2% | +293.7% |
| YTD | +281.5% | +31.6% | +249.9% | +258.3% |
| 1Y | +319.3% | +53.0% | +266.3% | +280.9% |
| 3Y | +189.4% | +160.8% | +28.5% | +130.5% |
| 5Y | +26.0% | +190.1% | -164.1% | -2.2% |
| 10Y | +243.5% | +367.0% | -123.5% | +130.5% |
| All | +255.6% | +837.7% | -582.1% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling