+328.9%
ORCL vs MXL
+313.4%
+15.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.5% | -9.3% | -2.8% |
| 7D | -5.4% | +18.9% | -24.2% | -7.6% |
| 30D | -2.0% | +0.3% | -2.3% | -2.5% |
| 3M | -18.1% | -8.0% | -10.0% | -19.2% |
| 6M | -7.2% | +341.2% | -348.5% | -32.6% |
| YTD | -22.2% | +327.8% | -350.0% | -43.5% |
| 1Y | -50.6% | +364.9% | -415.5% | -64.8% |
| 3Y | +22.9% | +229.2% | -206.4% | -14.6% |
| 5Y | +79.3% | +42.8% | +36.5% | +36.5% |
| All | +328.9% | +313.4% | +15.5% | +136.0% |
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