-17.3%
MXL vs ILMN
-43.3%
+26.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.6% | +10.1% | +12.1% |
| 7D | -8.8% | -2.6% | -6.3% | -6.7% |
| 30D | -41.9% | -20.6% | -21.2% | -35.3% |
| 3M | -25.4% | +17.5% | -42.9% | -30.8% |
| 6M | -44.0% | +55.6% | -99.6% | -54.2% |
| YTD | +220.8% | +68.3% | +152.4% | +149.0% |
| 1Y | +278.8% | +81.1% | +197.7% | +184.3% |
| 3Y | +249.4% | +112.2% | +137.3% | +125.7% |
| 5Y | -17.3% | -42.6% | +25.3% | +9.5% |
| All | -17.3% | -43.3% | +26.0% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling