+255.5%
MXL vs ILMN
+74.7%
+180.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.1% | -2.7% |
| 7D | -15.9% | -9.8% | -6.1% | -12.1% |
| 30D | -44.0% | -22.7% | -21.3% | -39.3% |
| 3M | -21.3% | +12.1% | -33.4% | -19.9% |
| 6M | -46.1% | +51.5% | -97.6% | -46.6% |
| YTD | +208.8% | +63.9% | +145.0% | +200.2% |
| 1Y | +255.5% | +76.6% | +179.0% | +232.1% |
| All | +255.5% | +74.7% | +180.8% | +232.1% |
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