+226.6%
MXL vs IBB
+90.2%
+136.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -2.7% |
| 7D | -15.9% | +0.8% | -16.6% | -15.5% |
| 30D | -44.0% | +5.2% | -49.2% | -45.5% |
| 3M | -21.3% | +8.6% | -29.9% | -26.5% |
| 6M | -46.1% | +27.8% | -73.9% | -56.9% |
| YTD | +208.8% | +28.8% | +180.0% | +141.3% |
| 1Y | +255.5% | +36.4% | +219.1% | +159.9% |
| All | +226.6% | +90.2% | +136.4% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling