+163.7%
MXL vs IBB
+126.8%
+37.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -4.9% |
| 7D | +13.4% | -0.5% | +13.9% | +14.5% |
| 30D | -29.2% | +4.6% | -33.8% | -31.2% |
| 3M | -27.2% | +6.8% | -34.0% | -32.2% |
| 6M | -36.4% | +23.1% | -59.5% | -49.3% |
| YTD | +220.0% | +26.0% | +194.0% | +145.2% |
| 1Y | +304.8% | +30.4% | +274.4% | +198.4% |
| 3Y | +238.5% | +85.4% | +153.0% | +69.4% |
| 5Y | -18.8% | +39.7% | -58.5% | -43.4% |
| All | +163.7% | +126.8% | +37.0% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling