+250.9%
PFE vs MXL
+210.8%
+40.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.5% |
| 7D | -1.7% | +13.4% | -15.1% | -2.3% |
| 30D | +0.3% | -29.2% | +29.6% | +1.5% |
| 3M | +9.4% | -27.2% | +36.6% | +9.9% |
| 6M | +14.9% | -36.4% | +51.3% | +14.8% |
| YTD | +23.8% | +220.0% | -196.2% | +10.1% |
| 1Y | +19.5% | +304.8% | -285.3% | +4.6% |
| 3Y | +21.0% | +238.5% | -217.4% | +2.7% |
| 5Y | -23.9% | -18.8% | -5.1% | -29.9% |
| 10Y | +47.8% | +163.1% | -115.3% | +14.8% |
| All | +250.9% | +210.8% | +40.1% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling