+153.9%
MXL vs ILMN
+60.8%
+93.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.1% | -2.5% |
| 7D | -15.9% | -9.8% | -6.1% | -10.6% |
| 30D | -44.0% | -22.7% | -21.3% | -36.4% |
| 3M | -21.3% | +12.1% | -33.4% | -25.8% |
| 6M | -46.1% | +51.5% | -97.6% | -56.1% |
| YTD | +208.8% | +63.9% | +145.0% | +137.4% |
| 1Y | +255.5% | +76.6% | +179.0% | +163.5% |
| 3Y | +223.3% | +124.6% | +98.7% | +98.3% |
| 5Y | -18.1% | -42.7% | +24.6% | -5.3% |
| All | +153.9% | +60.8% | +93.2% | +126.2% |
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