+286.5%
MXL vs ILMN
+25.5%
+261.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.9% | +10.4% | +8.8% |
| 7D | +19.0% | -3.9% | +22.9% | +20.7% |
| 30D | +4.5% | +6.9% | -2.4% | +0.5% |
| 3M | -1.5% | +28.1% | -29.6% | -13.1% |
| 6M | +348.6% | +65.0% | +283.7% | +250.7% |
| YTD | +310.3% | +56.3% | +254.0% | +223.7% |
| 1Y | +344.7% | +108.7% | +236.0% | +200.2% |
| 3Y | +211.2% | +33.1% | +178.1% | +147.1% |
| 5Y | +34.8% | -54.1% | +89.0% | +70.1% |
| 10Y | +286.5% | +27.8% | +258.7% | +260.0% |
| All | +286.5% | +25.5% | +261.1% | +260.0% |
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