+297.0%
MXL vs ILMN
+92.1%
+204.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.9% | -6.2% | -9.7% |
| 7D | -24.3% | -21.6% | -2.8% | -19.5% |
| 30D | -46.1% | -22.9% | -23.2% | -42.7% |
| 3M | -21.8% | +11.6% | -33.4% | -21.8% |
| 6M | -27.2% | +62.5% | -89.8% | -30.9% |
| YTD | +226.2% | +72.7% | +153.4% | +202.6% |
| 1Y | +297.0% | +93.9% | +203.1% | +228.8% |
| All | +297.0% | +92.1% | +204.9% | +228.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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