+163.7%
MXL vs ILMN
+54.3%
+109.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.8% |
| 7D | +13.4% | -2.9% | +16.3% | +15.2% |
| 30D | -29.2% | -23.8% | -5.4% | -19.0% |
| 3M | -27.2% | +7.5% | -34.7% | -30.0% |
| 6M | -36.4% | +42.8% | -79.2% | -46.7% |
| YTD | +220.0% | +57.8% | +162.2% | +150.3% |
| 1Y | +304.8% | +72.6% | +232.2% | +203.0% |
| 3Y | +238.5% | +129.3% | +109.1% | +105.5% |
| 5Y | -18.8% | -44.5% | +25.7% | -4.7% |
| All | +163.7% | +54.3% | +109.4% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling