+1,834.4%
PH vs MXL
+249.5%
+1,584.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -1.1% |
| 7D | -3.1% | +1.6% | -4.7% | -3.4% |
| 30D | -3.2% | -7.0% | +3.7% | -2.7% |
| 3M | +10.6% | -33.4% | +44.0% | +13.7% |
| 6M | -2.1% | +260.2% | -262.3% | -33.1% |
| YTD | +10.2% | +260.0% | -249.8% | -25.1% |
| 1Y | +28.2% | +303.5% | -275.2% | -15.9% |
| 3Y | +134.9% | +160.4% | -25.6% | +50.5% |
| 5Y | +253.6% | +14.7% | +238.9% | +156.4% |
| 10Y | +804.7% | +215.6% | +589.1% | +360.3% |
| All | +1,834.4% | +249.5% | +1,584.8% | +735.4% |
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