+262.9%
OKLO vs MXL
+84.9%
+178.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +7.5% | -16.7% | -10.4% |
| 7D | -12.2% | +18.9% | -31.1% | -14.9% |
| 30D | -19.7% | +0.3% | -20.1% | -20.2% |
| 3M | -37.4% | -8.0% | -29.4% | -37.9% |
| 6M | -42.3% | +341.2% | -383.5% | -60.0% |
| YTD | -49.5% | +327.8% | -377.4% | -64.7% |
| 1Y | -54.7% | +364.9% | -419.6% | -69.0% |
| 3Y | +249.6% | +229.2% | +20.4% | +136.0% |
| 5Y | +268.1% | +42.8% | +225.3% | +148.1% |
| All | +262.9% | +84.9% | +178.0% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling