+215.3%
MXL vs ILMN
+438.5%
-223.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.0% |
| 7D | +33.1% | +0.7% | +32.3% | +32.9% |
| 30D | -33.5% | -22.7% | -10.8% | -25.8% |
| 3M | -20.7% | +8.6% | -29.3% | -23.5% |
| 6M | -35.9% | +43.8% | -79.7% | -44.8% |
| YTD | +238.3% | +59.8% | +178.5% | +174.4% |
| 1Y | +296.2% | +71.8% | +224.4% | +212.2% |
| 3Y | +254.1% | +119.0% | +135.1% | +141.7% |
| 5Y | -14.1% | -43.8% | +29.7% | -4.5% |
| 10Y | +178.1% | +56.4% | +121.7% | +118.8% |
| All | +215.3% | +438.5% | -223.2% | +71.6% |
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