+297.0%
MXL vs IDXX
-2.6%
+299.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.9% | -15.1% | -9.0% |
| 7D | -24.3% | +24.1% | -48.4% | -13.8% |
| 30D | -46.1% | +32.5% | -78.6% | -35.9% |
| 3M | -21.8% | +18.8% | -40.6% | -10.6% |
| 6M | -27.2% | +24.0% | -51.3% | -13.7% |
| YTD | +226.2% | +3.3% | +222.9% | +320.5% |
| 1Y | +297.0% | -3.3% | +300.3% | +440.1% |
| All | +297.0% | -2.6% | +299.6% | +440.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling