+235.5%
MXL vs ILMN
+460.8%
-225.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.1% |
| 7D | +1.6% | +1.2% | +0.4% | +1.1% |
| 30D | -7.0% | +9.2% | -16.2% | -10.9% |
| 3M | -33.4% | +29.8% | -63.3% | -40.3% |
| 6M | +260.2% | +69.2% | +191.0% | +188.7% |
| YTD | +260.0% | +66.4% | +193.6% | +186.7% |
| 1Y | +303.5% | +123.4% | +180.1% | +181.0% |
| 3Y | +160.4% | +33.2% | +127.3% | +114.6% |
| 5Y | +14.7% | -52.0% | +66.7% | +34.8% |
| 10Y | +215.6% | +33.6% | +182.0% | +155.2% |
| All | +235.5% | +460.8% | -225.3% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling