+229.2%
MXL vs IDXX
+7.6%
+221.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +7.7% |
| 7D | +18.9% | -5.7% | +24.6% | +21.0% |
| 30D | +0.3% | -11.5% | +11.9% | +4.1% |
| 3M | -8.0% | -9.5% | +1.5% | -7.2% |
| 6M | +341.2% | -16.0% | +357.2% | +356.4% |
| YTD | +327.8% | -25.4% | +353.2% | +370.4% |
| 1Y | +364.9% | -21.8% | +386.7% | +395.8% |
| 3Y | +229.2% | +7.0% | +222.2% | +148.0% |
| All | +229.2% | +7.6% | +221.7% | +148.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling