+189.4%
MXL vs ILMN
+37.1%
+152.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.3% | +9.3% | +7.2% |
| 7D | +15.5% | +1.9% | +13.6% | +14.4% |
| 30D | -11.3% | +12.3% | -23.6% | -15.8% |
| 3M | -16.1% | +33.5% | -49.7% | -25.7% |
| 6M | +323.0% | +69.4% | +253.7% | +239.2% |
| YTD | +281.5% | +60.9% | +220.6% | +208.3% |
| 1Y | +319.3% | +115.0% | +204.3% | +192.8% |
| 3Y | +189.4% | +37.0% | +152.4% | +113.5% |
| All | +189.4% | +37.1% | +152.3% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling