+182.8%
MXL vs ILMN
+59.3%
+123.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.9% | +12.3% | +11.8% |
| 7D | +5.5% | -6.0% | +11.5% | +9.7% |
| 30D | -32.6% | -23.0% | -9.6% | -23.3% |
| 3M | -13.1% | +10.4% | -23.6% | -17.5% |
| 6M | -41.4% | +49.4% | -90.8% | -52.0% |
| YTD | +243.9% | +62.3% | +181.6% | +165.4% |
| 1Y | +305.1% | +73.7% | +231.4% | +202.5% |
| 3Y | +260.1% | +122.5% | +137.5% | +121.7% |
| 5Y | -12.1% | -43.2% | +31.1% | +2.0% |
| 10Y | +182.8% | +59.0% | +123.8% | +152.9% |
| All | +182.8% | +59.3% | +123.5% | +152.9% |
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